0.15Open0.15Pre Close3 Volume335 Open Interest210.00Strike Price45.00Turnover30.85%IV5.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0486Delta0.0138Gamma1477.20Leverage Ratio-0.0770Theta-0.0011Rho-71.80Eff Leverage0.0239Vega