0.05Open0.05Pre Close11 Volume15 Open Interest32.50Strike Price45.00Turnover33.17%IV3.85%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0882Delta0.1650Gamma844.00Leverage Ratio-0.0252Theta-0.0002Rho-74.48Eff Leverage0.0047Vega