0.89Open1.17Pre Close4 Volume253 Open Interest101.00Strike Price454.00Turnover25.93%IV0.43%PremiumJan 10, 2025Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6660Delta0.1771Gamma73.08Leverage Ratio-0.1972Theta0.0040Rho48.67Eff Leverage0.0288Vega