2.49Open2.35Pre Close434 Volume1.70K Open Interest79.00Strike Price45.61KTurnover32.46%IV0.72%PremiumDec 13, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.5242Delta0.2162Gamma97.95Leverage Ratio-0.2245Theta-0.0020Rho-51.35Eff Leverage0.0226Vega