0.01Open0.01Pre Close45 Volume92 Open Interest32.00Strike Price45.00Turnover70.14%IV14.44%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0112Gamma3739.00Leverage Ratio-0.0075Theta0.0000Rho-41.22Eff Leverage0.0011Vega