0.20Open0.20Pre Close2 Volume14 Open Interest52.50Strike Price45.00Turnover47.68%IV10.73%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2400Delta0.0534Gamma61.47Leverage Ratio-0.0394Theta0.0070Rho14.75Eff Leverage0.0379Vega