0.22Open0.40Pre Close1.54K Volume6.06K Open Interest97.00Strike Price44.90KTurnover87.41%IV14.43%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.0547Delta0.0099Gamma418.74Leverage Ratio-0.1201Theta-0.0008Rho-22.89Eff Leverage0.0142Vega