12.20Open12.56Pre Close42 Volume89 Open Interest190.00Strike Price45.54KTurnover47.98%IV0.04%PremiumOct 11, 2024Expiry Date9.27Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8731Delta0.0273Gamma18.63Leverage Ratio-0.2441Theta-0.0108Rho-16.27Eff Leverage0.0336Vega