0.45Open0.40Pre Close1 Volume2 Open Interest538.00Strike Price45.00Turnover20.88%IV1.22%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2019Delta0.0366Gamma621.95Leverage Ratio-0.6491Theta-0.0047Rho-125.55Eff Leverage0.1037Vega
JonSnow : Statistical proof?