0.04Open0.10Pre Close11 Volume77 Open Interest6.00Strike Price44.00Turnover82.46%IV9.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1363Delta0.3918Gamma164.00Leverage Ratio-0.0154Theta-0.0001Rho-22.36Eff Leverage0.0015Vega