1.70Open1.80Pre Close262 Volume119 Open Interest61.00Strike Price44.70KTurnover15.85%IV0.59%PremiumDec 20, 2024Expiry Date1.53Intrinsic Value100Multiplier15DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.7979Delta0.1385Gamma33.35Leverage Ratio-0.0245Theta0.0202Rho26.61Eff Leverage0.0361Vega