0.11Open0.05Pre Close13 Volume123 Open Interest54.00Strike Price45.00Turnover273.19%IV3.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0430Delta0.0806Gamma2795.00Leverage Ratio-2.4458Theta0.0000Rho-120.08Eff Leverage0.0004Vega