0.45Open3.70Pre Close1 Volume1 Open Interest35.00Strike Price45.00Turnover36.05%IV2.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4151Delta0.2673Gamma78.36Leverage Ratio-0.0604Theta-0.0018Rho-32.52Eff Leverage0.0158Vega