2.20Open1.04Pre Close357 Volume726 Open Interest167.50Strike Price44.05KTurnover16.87%IV0.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.3639Delta0.2324Gamma417.25Leverage Ratio-0.3326Theta0.0020Rho151.85Eff Leverage0.0360Vega