0.05Open0.05Pre Close9 Volume3.59K Open Interest25.00Strike Price45.00Turnover77.89%IV12.31%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0692Delta0.0790Gamma446.10Leverage Ratio-0.0289Theta0.0001Rho30.88Eff Leverage0.0029Vega