0.15Open0.20Pre Close3 Volume524 Open Interest57.50Strike Price45.00Turnover24.27%IV6.31%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1246Delta0.0580Gamma272.04Leverage Ratio-0.0166Theta-0.0040Rho-33.90Eff Leverage0.0300Vega