0.05Open0.36Pre Close87 Volume13 Open Interest372.50Strike Price450.00Turnover71.80%IV7.03%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0195Delta0.0042Gamma4351.25Leverage Ratio-0.3286Theta0.0001Rho84.91Eff Leverage0.0075Vega