0.15Open0.60Pre Close3 Volume110 Open Interest460.00Strike Price45.00Turnover26.47%IV10.31%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0210Delta0.0018Gamma2278.76Leverage Ratio-0.0417Theta-0.0040Rho-47.91Eff Leverage0.0540Vega