0.40Open0.37Pre Close12 Volume32 Open Interest29.00Strike Price445.00Turnover63.46%IV21.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1549Delta0.0597Gamma80.37Leverage Ratio-0.0195Theta0.0023Rho12.45Eff Leverage0.0150Vega