0.30Open1.10Pre Close22 Volume176 Open Interest247.50Strike Price451.00Turnover43.65%IV7.54%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0087Gamma1842.56Leverage Ratio-0.0931Theta0.0006Rho65.29Eff Leverage0.0161Vega