0.45Open0.45Pre Close10 Volume940 Open Interest1.50Strike Price450.00Turnover188.13%IV3.67%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier24DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6606Delta0.6976Gamma2.18Leverage Ratio-0.0039Theta-0.0007Rho-1.44Eff Leverage0.0010Vega