15.40Open14.15Pre Close32 Volume86 Open Interest810.00Strike Price45.37KTurnover23.69%IV0.51%PremiumAug 2, 2024Expiry Date11.58Intrinsic Value100Multiplier4DDays to Expiry4.23Extrinsic Value100Contract SizeAmericanOptions Type0.7014Delta0.0161Gamma51.03Leverage Ratio-0.9535Theta0.0688Rho35.79Eff Leverage0.3154Vega