0.30Open0.25Pre Close15 Volume33 Open Interest1.00Strike Price450.00Turnover149.56%IV9.68%PremiumNov 15, 2024Expiry Date0.22Intrinsic Value100Multiplier25DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6736Delta1.1970Gamma2.82Leverage Ratio-0.0021Theta-0.0005Rho-1.90Eff Leverage0.0007Vega