0.22Open0.15Pre Close2 Volume209 Open Interest7.50Strike Price44.00Turnover21.29%IV0.26%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9005Delta1.1412Gamma38.50Leverage Ratio-0.0047Theta0.0006Rho34.67Eff Leverage0.0013Vega