0.80Open0.78Pre Close529 Volume10.59K Open Interest11.00Strike Price45.21KTurnover841.90%IV0.39%PremiumAug 16, 2024Expiry Date0.81Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9057Delta0.2897Gamma12.20Leverage Ratio-2.8551Theta0.0000Rho-11.05Eff Leverage0.0001Vega