6.90Open6.70Pre Close56 Volume573 Open Interest19.50Strike Price44.86KTurnover279.04%IV0.79%PremiumNov 29, 2024Expiry Date6.92Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8898Delta0.0254Gamma3.58Leverage Ratio-0.1873Theta0.0016Rho3.19Eff Leverage0.0050Vega