0.03Open0.01Pre Close43 Volume587 Open Interest43.00Strike Price45.00Turnover289.88%IV6.30%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0436Gamma4046.00Leverage Ratio-0.7566Theta0.0000Rho90.21Eff Leverage0.0002Vega