0.01Open0.03Pre Close45 Volume97 Open Interest14.50Strike Price45.00Turnover76.87%IV16.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0179Delta0.0295Gamma1731.50Leverage Ratio-0.0058Theta0.0000Rho-31.06Eff Leverage0.0009Vega