0.85Open1.33Pre Close4 Volume674 Open Interest22.50Strike Price445.00Turnover45.38%IV4.36%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier22DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.5646Delta0.1546Gamma19.75Leverage Ratio-0.0241Theta0.0071Rho11.15Eff Leverage0.0221Vega