0.45Open0.42Pre Close1 Volume251 Open Interest78.00Strike Price45.00Turnover15.33%IV0.49%PremiumJul 12, 2024Expiry Date0.07Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5299Delta0.4063Gamma173.49Leverage Ratio-0.0959Theta0.0027Rho91.93Eff Leverage0.0254Vega