3.03Open3.50Pre Close153 Volume1.37K Open Interest27.00Strike Price45.50KTurnover106.46%IV0.93%PremiumDec 6, 2024Expiry Date2.64Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8446Delta0.0826Gamma10.18Leverage Ratio-0.1150Theta0.0019Rho8.60Eff Leverage0.0065Vega