12.00Open7.30Pre Close40 Volume229 Open Interest480.00Strike Price45.55KTurnover16.78%IV0.85%PremiumOct 18, 2024Expiry Date6.94Intrinsic Value100Multiplier14DDays to Expiry4.16Extrinsic Value100Contract SizeAmericanOptions Type0.6948Delta0.0219Gamma44.27Leverage Ratio-0.2467Theta0.1255Rho30.76Eff Leverage0.3340Vega