5.60Open5.37Pre Close78 Volume721 Open Interest34.00Strike Price45.68KTurnover72.47%IV0.10%PremiumOct 11, 2024Expiry Date6.01Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9825Delta0.0137Gamma6.61Leverage Ratio-0.0171Theta0.0039Rho6.50Eff Leverage0.0019Vega