3.42Open26.45Pre Close107 Volume5 Open Interest830.00Strike Price45.30KTurnover57.72%IV2.36%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type-0.2080Delta0.0129Gamma321.02Leverage Ratio-4.2467Theta-0.0036Rho-66.78Eff Leverage0.1102Vega