0.15Open0.15Pre Close3 Volume335 Open Interest210.00Strike Price45.00Turnover30.31%IV5.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0486Delta0.0138Gamma1477.20Leverage Ratio-0.0747Theta-0.0012Rho-71.78Eff Leverage0.0243Vega