0.45Open5.60Pre Close1 Volume1 Open Interest81.00Strike Price45.00Turnover53.47%IV0.26%PremiumJul 19, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6221Delta0.4812Gamma180.53Leverage Ratio-1.2807Theta0.0002Rho112.30Eff Leverage0.0056Vega