0.45Open0.55Pre Close11 Volume1.68K Open Interest7.50Strike Price451.00Turnover63.19%IV0.69%PremiumAug 2, 2024Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8033Delta0.4934Gamma16.32Leverage Ratio-0.0182Theta0.0007Rho13.11Eff Leverage0.0025Vega