0.65Open0.20Pre Close891 Volume762 Open Interest4.00Strike Price44.65KTurnover861.41%IV2.27%PremiumJul 5, 2024Expiry Date0.40Intrinsic Value100Multiplier-2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8734Delta0.5444Gamma10.35Leverage Ratio-1.0649Theta0.0000Rho9.04Eff Leverage0.0001Vega