4.45Open4.10Pre Close1 Volume957 Open Interest120.00Strike Price445.00Turnover27.85%IV2.68%PremiumAug 16, 2024Expiry Date1.20Intrinsic Value100Multiplier23DDays to Expiry3.25Extrinsic Value100Contract SizeAmericanOptions Type0.5883Delta0.0449Gamma28.19Leverage Ratio-0.0804Theta0.0442Rho16.58Eff Leverage0.1211Vega