0.05Open0.04Pre Close12 Volume720 Open Interest5.00Strike Price44.00Turnover185.63%IV24.35%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0552Delta0.0934Gamma219.00Leverage Ratio-0.0169Theta0.0000Rho-12.08Eff Leverage0.0007Vega