2.45Open2.97Pre Close413 Volume660 Open Interest41.50Strike Price45.12KTurnover120.72%IV5.88%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.3878Delta0.0979Gamma39.76Leverage Ratio-0.3536Theta0.0009Rho15.42Eff Leverage0.0124Vega