0.90Open3.00Pre Close5 Volume12 Open Interest12.50Strike Price450.00Turnover64.40%IV11.38%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.3482Delta0.1803Gamma24.93Leverage Ratio-0.0170Theta-0.0027Rho-8.68Eff Leverage0.0118Vega