0.35Open0.06Pre Close18 Volume83 Open Interest66.00Strike Price450.00Turnover24.40%IV0.06%PremiumMay 2, 2025Expiry Date0.21Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8368Delta1.0931Gamma264.84Leverage Ratio-0.3973Theta0.0001Rho221.62Eff Leverage0.0023Vega