0.57Open0.66Pre Close604 Volume437 Open Interest13.50Strike Price44.76KTurnover93.68%IV2.87%PremiumAug 2, 2024Expiry Date0.46Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6517Delta0.2638Gamma17.13Leverage Ratio-0.0667Theta0.0010Rho11.16Eff Leverage0.0055Vega