0.45Open0.30Pre Close10 Volume350 Open Interest32.50Strike Price450.00Turnover46.74%IV16.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1278Delta0.0634Gamma140.90Leverage Ratio-0.0154Theta0.0021Rho18.00Eff Leverage0.0147Vega