0.90Open0.75Pre Close5 Volume15 Open Interest85.00Strike Price452.00Turnover28.57%IV0.80%PremiumDec 6, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.5579Delta0.2001Gamma92.15Leverage Ratio-0.1896Theta0.0031Rho51.41Eff Leverage0.0273Vega