0.45Open0.65Pre Close1 Volume105 Open Interest5.00Strike Price45.00Turnover75.14%IV5.80%PremiumAug 16, 2024Expiry Date0.17Intrinsic Value100Multiplier23DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5024Delta0.4288Gamma10.17Leverage Ratio-0.0076Theta-0.0016Rho-5.11Eff Leverage0.0050Vega