0.07Open0.06Pre Close4 Volume197 Open Interest280.00Strike Price45.00Turnover64.42%IV14.12%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0131Delta0.0014Gamma2962.73Leverage Ratio-0.0686Theta-0.0005Rho-38.81Eff Leverage0.0123Vega