0.15Open0.38Pre Close3 Volume1.20K Open Interest70.00Strike Price45.00Turnover21.19%IV2.24%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1971Delta0.1540Gamma357.25Leverage Ratio-0.0472Theta-0.0018Rho-70.40Eff Leverage0.0236Vega