0.25Open0.24Pre Close1.81K Volume7.16K Open Interest76.00Strike Price45.94KTurnover25.66%IV1.73%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2840Delta0.2116Gamma288.31Leverage Ratio-0.1177Theta0.0015Rho81.87Eff Leverage0.0212Vega