0.05Open0.20Pre Close9 Volume1.63K Open Interest5660.00Strike Price45.00Turnover174.52%IV3.68%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0024Delta0.0001Gamma109182.00Leverage Ratio-13.4225Theta0.0000Rho264.43Eff Leverage0.0030Vega