0.50Open0.40Pre Close9 Volume62 Open Interest25.00Strike Price450.00Turnover45.08%IV1.37%PremiumNov 29, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5587Delta0.4291Gamma55.20Leverage Ratio-0.0811Theta-0.0009Rho-30.84Eff Leverage0.0081Vega