0.44Open0.67Pre Close2 Volume2 Open Interest26.50Strike Price45.00Turnover4.98%IV0.53%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1447Delta1.6990Gamma2663.00Leverage Ratio-0.0037Theta-0.0003Rho-385.35Eff Leverage0.0060Vega