0.03Open0.04Pre Close27 Volume758 Open Interest25.00Strike Price45.00Turnover108.90%IV15.31%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0134Delta0.0165Gamma2950.99Leverage Ratio-0.0100Theta0.0000Rho-39.60Eff Leverage0.0007Vega