4.50Open5.38Pre Close1 Volume14 Open Interest110.00Strike Price450.00Turnover35.90%IV1.27%PremiumDec 20, 2024Expiry Date3.06Intrinsic Value100Multiplier5DDays to Expiry1.44Extrinsic Value100Contract SizeAmericanOptions Type0.7523Delta0.0659Gamma29.37Leverage Ratio-0.1629Theta0.0114Rho22.09Eff Leverage0.0423Vega