2.03Open2.29Pre Close311 Volume366 Open Interest6.50Strike Price45.36KTurnover125.47%IV0.12%PremiumOct 4, 2024Expiry Date1.58Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9555Delta0.0874Gamma5.05Leverage Ratio-0.0117Theta0.0007Rho4.83Eff Leverage0.0008Vega