0.35Open0.13Pre Close3.63K Volume1.66K Open Interest248.00Strike Price45.70KTurnover99.36%IV0.35%PremiumOct 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0462Delta0.1846Gamma24715.00Leverage Ratio-14.5065Theta0.0000Rho1142.59Eff Leverage0.0005Vega