0.10Open0.10Pre Close6 Volume714 Open Interest80.00Strike Price45.00Turnover22.08%IV3.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1018Delta0.0851Gamma772.10Leverage Ratio-0.0334Theta0.0012Rho78.63Eff Leverage0.0168Vega