5.65Open7.01Pre Close55 Volume27 Open Interest2065.00Strike Price45.95KTurnover4.32%IV0.05%PremiumAug 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeEuropeanOptions Type0.3020Delta0.2678Gamma8257.21Leverage Ratio-3.0078Theta0.0013Rho2493.33Eff Leverage0.1050Vega