10.96Open10.60Pre Close61 Volume248 Open Interest200.00Strike Price45.93KTurnover36.44%IV4.39%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry6.51Extrinsic Value100Contract SizeAmericanOptions Type0.4854Delta0.0216Gamma29.75Leverage Ratio-0.1670Theta0.0587Rho14.44Eff Leverage0.2022Vega