0.10Open0.40Pre Close45 Volume104 Open Interest287.50Strike Price450.00Turnover47.65%IV2.14%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0803Delta0.0360Gamma1877.20Leverage Ratio-0.8650Theta0.0002Rho150.67Eff Leverage0.0130Vega