1.04Open1.04Pre Close647 Volume856 Open Interest6.00Strike Price45.61KTurnover90.48%IV1.53%PremiumAug 2, 2024Expiry Date0.54Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8340Delta0.4055Gamma10.90Leverage Ratio-0.0203Theta0.0005Rho9.09Eff Leverage0.0017Vega