0.40Open0.34Pre Close11 Volume582 Open Interest7.00Strike Price450.00Turnover51.70%IV4.91%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier32DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.4870Delta0.3759Gamma15.40Leverage Ratio-0.0062Theta-0.0030Rho-7.50Eff Leverage0.0082Vega