4.50Open5.45Pre Close1 Volume4 Open Interest110.00Strike Price450.00Turnover32.72%IV2.68%PremiumJan 17, 2025Expiry Date1.51Intrinsic Value100Multiplier25DDays to Expiry2.99Extrinsic Value100Contract SizeAmericanOptions Type0.5938Delta0.0408Gamma23.48Leverage Ratio-0.0825Theta0.0418Rho13.94Eff Leverage0.1127Vega