0.02Open0.01Pre Close358 Volume539 Open Interest15.00Strike Price450.00Turnover206.19%IV24.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0561Gamma602.00Leverage Ratio-0.0200Theta0.0000Rho22.05Eff Leverage0.0006Vega