4.50Open5.80Pre Close1 Volume63 Open Interest225.00Strike Price450.00Turnover35.17%IV1.65%PremiumOct 11, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry3.73Extrinsic Value100Contract SizeAmericanOptions Type0.5665Delta0.0469Gamma59.41Leverage Ratio-0.4506Theta0.0138Rho33.66Eff Leverage0.0939Vega