19.50Open21.60Pre Close26 Volume218 Open Interest660.00Strike Price45.98KTurnover46.16%IV4.02%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry17.53Extrinsic Value100Contract SizeAmericanOptions Type-0.4131Delta0.0066Gamma35.70Leverage Ratio-0.8384Theta-0.0996Rho-14.75Eff Leverage0.5024Vega