0.15Open0.18Pre Close30 Volume63 Open Interest60.00Strike Price450.00Turnover39.22%IV2.72%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1965Delta0.1705Gamma334.63Leverage Ratio-0.1244Theta0.0006Rho65.76Eff Leverage0.0115Vega