0.01Open0.01Pre Close45 Volume328 Open Interest496.00Strike Price45.00Turnover82.14%IV9.03%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0006Gamma45494.00Leverage Ratio-0.0895Theta0.0000Rho112.44Eff Leverage0.0013Vega