0.05Open0.05Pre Close9 Volume37 Open Interest29.00Strike Price45.00Turnover83.43%IV20.39%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0485Delta0.0391Gamma482.60Leverage Ratio-0.0199Theta0.0002Rho23.41Eff Leverage0.0031Vega