0.22Open0.23Pre Close2 Volume40 Open Interest24.50Strike Price44.00Turnover32.51%IV2.23%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3753Delta0.4293Gamma96.72Leverage Ratio-0.0395Theta0.0011Rho36.29Eff Leverage0.0103Vega