0.17Open0.25Pre Close771 Volume797 Open Interest27.00Strike Price45.96KTurnover99.66%IV1.60%PremiumJul 26, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6257Delta0.2413Gamma31.37Leverage Ratio-0.3333Theta0.0005Rho19.63Eff Leverage0.0060Vega