0.15Open0.15Pre Close3 Volume47 Open Interest17.50Strike Price45.00Turnover215.49%IV46.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1492Delta0.0631Gamma48.32Leverage Ratio-0.0590Theta0.0003Rho7.21Eff Leverage0.0040Vega