1.51Open1.85Pre Close3 Volume69 Open Interest116.00Strike Price453.00Turnover27.50%IV0.60%PremiumDec 20, 2024Expiry Date0.80Intrinsic Value100Multiplier2DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.6345Delta0.1492Gamma80.27Leverage Ratio-0.2465Theta0.0045Rho50.93Eff Leverage0.0345Vega