0.45Open0.45Pre Close10 Volume0 Open Interest16.00Strike Price450.00Turnover122.55%IV35.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2353Delta0.0815Gamma27.00Leverage Ratio-0.0251Theta0.0015Rho6.35Eff Leverage0.0095Vega