45.70Open23.50Pre Close10 Volume16 Open Interest175.00Strike Price45.70KTurnover71.95%IV1.21%PremiumNov 15, 2024Expiry Date44.12Intrinsic Value100Multiplier21DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type-0.9526Delta0.0057Gamma2.95Leverage Ratio-0.0409Theta-0.0450Rho-2.81Eff Leverage0.0302Vega