0.11Open0.23Pre Close4 Volume68 Open Interest187.50Strike Price44.00Turnover40.98%IV8.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0110Gamma1577.00Leverage Ratio-0.0646Theta0.0007Rho59.19Eff Leverage0.0149Vega