0.05Open0.16Pre Close92 Volume296 Open Interest130.00Strike Price450.00Turnover158.05%IV70.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0080Delta0.0014Gamma1907.25Leverage Ratio-0.0217Theta0.0001Rho15.21Eff Leverage0.0022Vega