36.40Open36.93Pre Close14 Volume11 Open Interest130.00Strike Price45.73KTurnover767.10%IV2.94%PremiumDec 13, 2024Expiry Date23.59Intrinsic Value100Multiplier0DDays to Expiry4.51Extrinsic Value100Contract SizeAmericanOptions Type0.7983Delta0.0079Gamma6.56Leverage Ratio-15.2324Theta0.0009Rho5.24Eff Leverage0.0131Vega