2.50Open3.20Pre Close2 Volume81 Open Interest20.00Strike Price450.00Turnover86.95%IV1.62%PremiumJul 19, 2024Expiry Date1.65Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8576Delta0.1439Gamma12.55Leverage Ratio-0.0698Theta0.0012Rho10.76Eff Leverage0.0041Vega