6.90Open6.70Pre Close56 Volume573 Open Interest19.50Strike Price44.86KTurnover292.58%IV0.79%PremiumNov 29, 2024Expiry Date6.92Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8897Delta0.0254Gamma3.58Leverage Ratio-0.2051Theta0.0015Rho3.19Eff Leverage0.0048Vega