0.10Open0.11Pre Close7 Volume37 Open Interest130.00Strike Price45.00Turnover83.28%IV21.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0083Delta0.0013Gamma3323.20Leverage Ratio-0.0275Theta-0.0002Rho-27.66Eff Leverage0.0048Vega