30.70Open15.59Pre Close14 Volume79 Open Interest290.00Strike Price45.93KTurnover67.46%IV4.40%PremiumDec 20, 2024Expiry Date19.86Intrinsic Value100Multiplier21DDays to Expiry13.65Extrinsic Value100Contract SizeAmericanOptions Type0.6941Delta0.0070Gamma9.93Leverage Ratio-0.4476Theta0.1045Rho6.89Eff Leverage0.2590Vega