4.50Open6.00Pre Close1 Volume45 Open Interest70.00Strike Price450.00Turnover34.63%IV1.59%PremiumDec 20, 2024Expiry Date3.44Intrinsic Value100Multiplier14DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7627Delta0.0703Gamma15.85Leverage Ratio-0.0446Theta-0.0165Rho-12.09Eff Leverage0.0402Vega