0.40Open0.80Pre Close375 Volume4.05K Open Interest35.00Strike Price45.71KTurnover48.01%IV0.76%PremiumJul 19, 2024Expiry Date1.03Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7442Delta0.1926Gamma27.93Leverage Ratio-0.0864Theta0.0024Rho20.78Eff Leverage0.0112Vega