0.45Open0.20Pre Close1 Volume26 Open Interest17.50Strike Price45.00Turnover64.68%IV2.16%PremiumJul 19, 2024Expiry Date0.07Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5417Delta0.3851Gamma39.04Leverage Ratio-0.0763Theta0.0007Rho21.15Eff Leverage0.0063Vega