1.15Open1.60Pre Close4 Volume19 Open Interest65.50Strike Price450.00Turnover36.04%IV0.99%PremiumJul 19, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.6209Delta0.1633Gamma54.96Leverage Ratio-0.1426Theta0.0038Rho34.12Eff Leverage0.0246Vega