2.79Open2.30Pre Close170 Volume411 Open Interest40.00Strike Price45.87KTurnover64.96%IV0.43%PremiumDec 20, 2024Expiry Date2.49Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8458Delta0.1057Gamma14.29Leverage Ratio-0.0798Theta-0.0025Rho-12.09Eff Leverage0.0083Vega