0.10Open0.40Pre Close45 Volume104 Open Interest287.50Strike Price450.00Turnover44.39%IV2.14%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0616Delta0.0322Gamma1877.20Leverage Ratio-0.6647Theta0.0002Rho115.54Eff Leverage0.0103Vega