2.30Open2.55Pre Close2 Volume689 Open Interest31.00Strike Price450.00Turnover51.00%IV2.85%PremiumJul 19, 2024Expiry Date1.28Intrinsic Value100Multiplier15DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.6773Delta0.1063Gamma15.37Leverage Ratio-0.0429Theta0.0083Rho10.41Eff Leverage0.0238Vega