0.57Open0.66Pre Close604 Volume561 Open Interest13.50Strike Price44.76KTurnover99.16%IV2.87%PremiumAug 2, 2024Expiry Date0.46Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6513Delta0.2636Gamma17.13Leverage Ratio-0.0751Theta0.0009Rho11.16Eff Leverage0.0052Vega