0.01Open0.01Pre Close45 Volume328 Open Interest496.00Strike Price45.00Turnover80.89%IV9.00%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0006Gamma45507.00Leverage Ratio-0.0906Theta0.0000Rho114.59Eff Leverage0.0013Vega