2.07Open2.66Pre Close916 Volume168 Open Interest545.00Strike Price45.50KTurnover7.22%IV0.44%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0846Delta0.1201Gamma18088.00Leverage Ratio-0.2595Theta0.0005Rho1530.64Eff Leverage0.0277Vega