0.90Open1.60Pre Close5 Volume75 Open Interest42.00Strike Price450.00Turnover26.32%IV0.73%PremiumOct 25, 2024Expiry Date0.59Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6935Delta0.2924Gamma51.01Leverage Ratio-0.0563Theta0.0033Rho35.37Eff Leverage0.0160Vega