6.40Open8.24Pre Close87 Volume193 Open Interest195.00Strike Price45.80KTurnover29.20%IV3.44%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type0.4938Delta0.0271Gamma35.21Leverage Ratio-0.1306Theta0.0612Rho17.38Eff Leverage0.2013Vega