0.20Open0.04Pre Close497 Volume35 Open Interest87.00Strike Price44.17KTurnover76.13%IV3.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.3184Delta0.0729Gamma77.69Leverage Ratio-0.4596Theta0.0015Rho24.74Eff Leverage0.0229Vega