0.15Open0.15Pre Close3 Volume0 Open Interest55.00Strike Price45.00Turnover48.04%IV11.69%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0643Delta0.0243Gamma414.07Leverage Ratio-0.0283Theta-0.0011Rho-26.64Eff Leverage0.0135Vega