0.10Open0.10Pre Close5 Volume35 Open Interest10.00Strike Price45.00Turnover76.27%IV32.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0832Delta0.1082Gamma151.20Leverage Ratio-0.0049Theta0.0003Rho12.59Eff Leverage0.0028Vega