0.03Open0.10Pre Close15 Volume327 Open Interest12.50Strike Price45.00Turnover527.97%IV7.15%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0877Delta0.2195Gamma447.67Leverage Ratio-1.4794Theta0.0000Rho-39.25Eff Leverage0.0002Vega