1.15Open1.60Pre Close4 Volume19 Open Interest65.50Strike Price450.00Turnover38.07%IV0.36%PremiumJul 19, 2024Expiry Date0.86Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5947Delta0.1572Gamma44.99Leverage Ratio-0.1523Theta0.0037Rho26.76Eff Leverage0.0251Vega