0.05Open0.03Pre Close26 Volume4.04K Open Interest490.00Strike Price45.00Turnover33.65%IV9.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0035Delta0.0007Gamma29968.00Leverage Ratio-0.0133Theta0.0001Rho104.39Eff Leverage0.0044Vega