2.25Open2.50Pre Close2 Volume622 Open Interest100.00Strike Price450.00Turnover74.52%IV13.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.25Extrinsic Value100Contract SizeAmericanOptions Type0.3357Delta0.0214Gamma26.41Leverage Ratio-0.1377Theta0.0172Rho8.86Eff Leverage0.0832Vega