0.27Open0.22Pre Close1.03K Volume653 Open Interest150.00Strike Price43.99KTurnover31.77%IV2.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0756Delta0.0565Gamma1721.06Leverage Ratio-0.0850Theta0.0003Rho130.18Eff Leverage0.0113Vega