1.50Open1.70Pre Close3 Volume64 Open Interest80.00Strike Price450.00Turnover21.13%IV2.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.4923Delta0.1004Gamma53.09Leverage Ratio-0.0439Theta0.0210Rho26.13Eff Leverage0.0750Vega