0.30Open1.10Pre Close15 Volume33 Open Interest110.00Strike Price450.00Turnover239.85%IV2.34%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1938Delta0.0993Gamma374.43Leverage Ratio-9.9380Theta0.0000Rho-72.56Eff Leverage0.0032Vega