11.50Open11.85Pre Close40 Volume54 Open Interest20.00Strike Price45.39KTurnover4499.92%IV0.00%PremiumJul 26, 2024Expiry Date11.35Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9368Delta0.0120Gamma2.69Leverage Ratio-31.9891Theta0.0000Rho2.52Eff Leverage0.0003Vega