0.45Open0.51Pre Close1 Volume419 Open Interest19.00Strike Price45.00Turnover47.62%IV9.58%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3205Delta0.1646Gamma41.76Leverage Ratio-0.0170Theta0.0035Rho13.39Eff Leverage0.0163Vega