0.45Open0.30Pre Close1 Volume11 Open Interest45.00Strike Price45.00Turnover111.15%IV49.41%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0945Delta0.0206Gamma93.60Leverage Ratio-0.0322Theta0.0015Rho8.85Eff Leverage0.0124Vega