1.51Open1.85Pre Close3 Volume69 Open Interest116.00Strike Price453.00Turnover29.18%IV0.44%PremiumDec 20, 2024Expiry Date0.99Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.6450Delta0.1410Gamma72.22Leverage Ratio-0.2626Theta0.0044Rho46.58Eff Leverage0.0337Vega