0.55Open0.50Pre Close9 Volume544 Open Interest2.50Strike Price450.00Turnover91.18%IV2.04%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8308Delta0.4511Gamma5.88Leverage Ratio-0.0047Theta0.0008Rho4.88Eff Leverage0.0015Vega