36.40Open36.93Pre Close14 Volume17 Open Interest130.00Strike Price45.73KTurnover237.07%IV-0.90%PremiumDec 13, 2024Expiry Date29.54Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9461Delta0.0050Gamma5.37Leverage Ratio-0.5461Theta0.0041Rho5.08Eff Leverage0.0102Vega