1.51Open1.85Pre Close3 Volume69 Open Interest116.00Strike Price453.00Turnover28.69%IV0.63%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier2DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.6187Delta0.1497Gamma79.70Leverage Ratio-0.2713Theta0.0041Rho49.31Eff Leverage0.0338Vega