0.81Open0.56Pre Close426 Volume286 Open Interest84.00Strike Price45.83KTurnover28.53%IV0.79%PremiumSep 27, 2024Expiry Date0.82Intrinsic Value100Multiplier3DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.6476Delta0.1570Gamma59.31Leverage Ratio-0.1422Theta0.0051Rho38.41Eff Leverage0.0308Vega