0.15Open0.10Pre Close3 Volume647 Open Interest7.50Strike Price45.00Turnover25.06%IV2.13%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4645Delta0.9816Gamma50.07Leverage Ratio-0.0043Theta-0.0015Rho-23.26Eff Leverage0.0065Vega