9.95Open9.50Pre Close60 Volume794 Open Interest255.00Strike Price45.17KTurnover35.97%IV1.22%PremiumAug 2, 2024Expiry Date3.59Intrinsic Value100Multiplier4DDays to Expiry3.16Extrinsic Value100Contract SizeAmericanOptions Type0.6522Delta0.0364Gamma41.88Leverage Ratio-0.4784Theta0.0194Rho27.31Eff Leverage0.1044Vega