0.45Open0.50Pre Close11 Volume38 Open Interest1.50Strike Price445.00Turnover278.32%IV2.15%PremiumSep 20, 2024Expiry Date0.36Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8469Delta0.5332Gamma4.65Leverage Ratio-0.0199Theta0.0001Rho3.94Eff Leverage0.0004Vega