0.15Open0.17Pre Close3 Volume100 Open Interest99.00Strike Price45.00Turnover324.43%IV4.36%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0930Delta0.0488Gamma689.07Leverage Ratio-7.3643Theta0.0000Rho-64.07Eff Leverage0.0017Vega