1.51Open1.85Pre Close3 Volume69 Open Interest116.00Strike Price453.00Turnover27.83%IV0.47%PremiumDec 20, 2024Expiry Date0.95Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.6175Delta0.1498Gamma72.64Leverage Ratio-0.2535Theta0.0043Rho44.85Eff Leverage0.0349Vega