0.20Open0.18Pre Close891 Volume10.23K Open Interest14.00Strike Price45.20KTurnover310.36%IV0.07%PremiumAug 16, 2024Expiry Date0.44Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9279Delta0.4456Gamma32.09Leverage Ratio-1.1911Theta0.0000Rho29.77Eff Leverage0.0001Vega