3.30Open4.10Pre Close106 Volume433 Open Interest95.00Strike Price45.20KTurnover50.17%IV2.80%PremiumOct 18, 2024Expiry Date2.41Intrinsic Value100Multiplier20DDays to Expiry2.59Extrinsic Value100Contract SizeAmericanOptions Type-0.5554Delta0.0363Gamma16.53Leverage Ratio-0.1011Theta-0.0275Rho-9.18Eff Leverage0.0863Vega