1.15Open0.63Pre Close526 Volume574 Open Interest93.50Strike Price45.94KTurnover29.23%IV1.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4562Delta0.1856Gamma127.68Leverage Ratio-0.2215Theta0.0026Rho58.25Eff Leverage0.0290Vega