1.70Open1.80Pre Close262 Volume119 Open Interest61.00Strike Price44.70KTurnover16.58%IV0.59%PremiumDec 20, 2024Expiry Date1.53Intrinsic Value100Multiplier15DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.7883Delta0.1365Gamma32.91Leverage Ratio-0.0259Theta0.0199Rho25.94Eff Leverage0.0370Vega