0.05Open0.15Pre Close6 Volume138 Open Interest8.00Strike Price44.00Turnover102.71%IV3.18%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.4666Delta0.4072Gamma24.15Leverage Ratio-0.0386Theta0.0005Rho11.27Eff Leverage0.0038Vega