8.85Open8.86Pre Close49 Volume269 Open Interest27.00Strike Price45.64KTurnover814.88%IV0.03%PremiumNov 29, 2024Expiry Date9.39Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9239Delta0.0174Gamma3.75Leverage Ratio-2.0539Theta0.0002Rho3.47Eff Leverage0.0014Vega