0.15Open0.42Pre Close3 Volume20 Open Interest192.50Strike Price45.00Turnover35.48%IV6.33%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0447Delta0.0117Gamma1369.03Leverage Ratio-0.0748Theta-0.0010Rho-61.23Eff Leverage0.0214Vega