0.10Open0.40Pre Close45 Volume59 Open Interest287.50Strike Price450.00Turnover28.34%IV2.14%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0804Delta0.0361Gamma1877.20Leverage Ratio-0.3089Theta0.0006Rho151.02Eff Leverage0.0218Vega