0.45Open0.57Pre Close10 Volume101 Open Interest7.00Strike Price450.00Turnover78.54%IV2.05%PremiumNov 15, 2024Expiry Date0.30Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6678Delta0.4374Gamma14.60Leverage Ratio-0.0208Theta0.0009Rho9.75Eff Leverage0.0038Vega