79.86Open90.00Pre Close6 Volume4 Open Interest1335.00Strike Price45.94KTurnover88.78%IV2.85%PremiumJul 12, 2024Expiry Date44.42Intrinsic Value100Multiplier3DDays to Expiry36.77Extrinsic Value100Contract SizeAmericanOptions Type-0.6249Delta0.0032Gamma17.69Leverage Ratio-6.0112Theta-0.0861Rho-11.05Eff Leverage0.5050Vega