0.45Open0.70Pre Close1 Volume81 Open Interest45.00Strike Price45.00Turnover75.19%IV10.05%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1516Delta0.0714Gamma165.20Leverage Ratio-0.0933Theta0.0007Rho25.04Eff Leverage0.0103Vega