2.25Open2.30Pre Close2 Volume31 Open Interest55.00Strike Price450.00Turnover37.78%IV2.69%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier12DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type-0.5618Delta0.1051Gamma28.53Leverage Ratio-0.0578Theta-0.0096Rho-16.03Eff Leverage0.0393Vega