0.15Open0.20Pre Close3 Volume1.22K Open Interest100.00Strike Price45.00Turnover32.32%IV6.83%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0888Delta0.0370Gamma535.71Leverage Ratio-0.0459Theta0.0017Rho47.56Eff Leverage0.0216Vega