8.35Open8.54Pre Close49 Volume209 Open Interest190.00Strike Price45.48KTurnover47.15%IV0.35%PremiumAug 2, 2024Expiry Date8.64Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.7964Delta0.0293Gamma18.84Leverage Ratio-0.2737Theta-0.0167Rho-15.01Eff Leverage0.0586Vega