15.50Open20.56Pre Close24 Volume5 Open Interest945.00Strike Price45.39KTurnover30.03%IV0.23%PremiumSep 27, 2024Expiry Date19.45Intrinsic Value100Multiplier4DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7424Delta0.0115Gamma39.55Leverage Ratio-1.1616Theta-0.0625Rho-29.37Eff Leverage0.3051Vega