0.45Open0.27Pre Close1 Volume61 Open Interest145.00Strike Price45.00Turnover19.58%IV2.26%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2537Delta0.0835Gamma247.37Leverage Ratio-0.0953Theta0.0067Rho62.75Eff Leverage0.0626Vega