0.45Open0.36Pre Close10 Volume21 Open Interest10.00Strike Price450.00Turnover44.09%IV1.14%PremiumOct 18, 2024Expiry Date0.34Intrinsic Value100Multiplier12DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6491Delta0.4894Gamma19.32Leverage Ratio-0.0115Theta-0.0019Rho-12.54Eff Leverage0.0064Vega