0.15Open0.15Pre Close3 Volume0 Open Interest685.00Strike Price45.00Turnover48.32%IV10.81%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0007Gamma5119.00Leverage Ratio-0.1045Theta-0.0008Rho-56.59Eff Leverage0.0234Vega