0.90Open0.75Pre Close5 Volume693 Open Interest50.00Strike Price447.00Turnover15.62%IV1.33%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier21DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.5865Delta0.2070Gamma52.89Leverage Ratio-0.0211Theta0.0164Rho31.02Eff Leverage0.0469Vega