4.50Open4.56Pre Close1 Volume1.49K Open Interest145.00Strike Price450.00Turnover26.49%IV2.91%PremiumOct 18, 2024Expiry Date0.27Intrinsic Value100Multiplier21DDays to Expiry4.23Extrinsic Value100Contract SizeAmericanOptions Type0.5469Delta0.0427Gamma35.87Leverage Ratio-0.0978Theta0.0437Rho19.62Eff Leverage0.1387Vega