0.38Open0.05Pre Close2 Volume110 Open Interest24.00Strike Price45.00Turnover6750.04%IV14.87%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0549Delta0.0384Gamma401.57Leverage Ratio-182.8295Theta0.0000Rho-22.04Eff Leverage0.0000Vega