0.15Open0.14Pre Close3 Volume0 Open Interest15.00Strike Price45.00Turnover69.76%IV23.07%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1479Delta0.1092Gamma82.07Leverage Ratio-0.0112Theta0.0010Rho12.14Eff Leverage0.0070Vega