8.60Open7.97Pre Close51 Volume1.91K Open Interest55.00Strike Price45.53KTurnover56.11%IV0.71%PremiumDec 20, 2024Expiry Date8.75Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8642Delta0.0233Gamma6.64Leverage Ratio-0.0463Theta0.0311Rho5.74Eff Leverage0.0364Vega