0.53Open0.57Pre Close602 Volume896 Open Interest23.00Strike Price45.76KTurnover1824.90%IV0.18%PremiumAug 30, 2024Expiry Date0.57Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6841Delta0.3294Gamma29.32Leverage Ratio-77.2077Theta0.0000Rho-20.06Eff Leverage0.0002Vega