8.85Open8.86Pre Close49 Volume269 Open Interest27.00Strike Price45.64KTurnover679.09%IV0.03%PremiumNov 29, 2024Expiry Date9.39Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9240Delta0.0174Gamma3.75Leverage Ratio-1.4268Theta0.0003Rho3.47Eff Leverage0.0017Vega