0.15Open0.15Pre Close3 Volume0 Open Interest685.00Strike Price45.00Turnover47.83%IV10.81%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0007Gamma5119.00Leverage Ratio-0.1030Theta-0.0008Rho-56.58Eff Leverage0.0237Vega