1.50Open1.40Pre Close3 Volume30 Open Interest55.00Strike Price450.00Turnover17.06%IV0.84%PremiumDec 20, 2024Expiry Date1.03Intrinsic Value100Multiplier16DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.7197Delta0.1650Gamma37.35Leverage Ratio-0.0255Theta0.0177Rho26.88Eff Leverage0.0403Vega