2.25Open2.30Pre Close2 Volume31 Open Interest55.00Strike Price450.00Turnover48.69%IV2.69%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier11DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type-0.5447Delta0.0856Gamma24.09Leverage Ratio-0.0797Theta-0.0088Rho-13.12Eff Leverage0.0378Vega