0.45Open0.25Pre Close10 Volume16 Open Interest5.00Strike Price450.00Turnover50.34%IV5.83%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6241Delta0.5732Gamma14.71Leverage Ratio-0.0057Theta0.0019Rho9.18Eff Leverage0.0050Vega