0.05Open0.06Pre Close9 Volume41 Open Interest45.00Strike Price45.00Turnover113.24%IV13.01%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0512Delta0.0233Gamma516.70Leverage Ratio-0.0835Theta-0.0002Rho-26.46Eff Leverage0.0042Vega