8.85Open8.86Pre Close49 Volume261 Open Interest27.00Strike Price45.64KTurnover527.88%IV0.03%PremiumNov 29, 2024Expiry Date9.39Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9937Delta0.0040Gamma3.87Leverage Ratio-0.1791Theta0.0001Rho3.85Eff Leverage0.0001Vega