5.95Open6.42Pre Close990 Volume12.09K Open Interest118.00Strike Price449.43KTurnover57.93%IV1.87%PremiumAug 2, 2024Expiry Date2.37Intrinsic Value100Multiplier4DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6436Delta0.0500Gamma26.43Leverage Ratio-0.3071Theta-0.0089Rho-17.01Eff Leverage0.0481Vega