2.07Open2.66Pre Close916 Volume168 Open Interest545.00Strike Price45.50KTurnover6.97%IV0.44%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.1082Delta0.1486Gamma15505.14Leverage Ratio-0.3009Theta0.0006Rho1677.20Eff Leverage0.0333Vega