0.10Open0.60Pre Close5 Volume15 Open Interest67.00Strike Price45.00Turnover56.03%IV0.45%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2390Delta0.8743Gamma1345.00Leverage Ratio-1.7199Theta0.0000Rho-321.48Eff Leverage0.0020Vega