0.32Open0.70Pre Close543 Volume3.29K Open Interest17.00Strike Price45.99KTurnover86.99%IV0.73%PremiumAug 9, 2024Expiry Date0.92Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7759Delta0.1696Gamma15.58Leverage Ratio-0.0617Theta0.0016Rho12.09Eff Leverage0.0061Vega