0.05Open0.30Pre Close5 Volume522 Open Interest150.00Strike Price45.00Turnover34.52%IV8.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0457Delta0.0148Gamma1152.42Leverage Ratio-0.0432Theta0.0011Rho52.64Eff Leverage0.0180Vega