0.15Open0.18Pre Close30 Volume63 Open Interest60.00Strike Price450.00Turnover31.61%IV2.72%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1970Delta0.1713Gamma334.63Leverage Ratio-0.0825Theta0.0009Rho65.91Eff Leverage0.0142Vega