0.45Open0.06Pre Close1 Volume31 Open Interest7.50Strike Price45.00Turnover176.70%IV28.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1837Delta0.0716Gamma21.78Leverage Ratio-0.0293Theta-0.0010Rho-4.00Eff Leverage0.0056Vega