4.56Open6.60Pre Close1 Volume18 Open Interest115.00Strike Price456.00Turnover28.79%IV1.69%PremiumJan 17, 2025Expiry Date2.66Intrinsic Value100Multiplier22DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type-0.6050Delta0.0490Gamma24.64Leverage Ratio-0.0623Theta-0.0364Rho-14.90Eff Leverage0.1066Vega