11.85Open18.55Pre Close33.32K Volume700 Open Interest470.00Strike Price45.70MTurnover84.89%IV3.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry12.72Extrinsic Value100Contract SizeAmericanOptions Type-0.4694Delta0.0108Gamma37.51Leverage Ratio-2.5734Theta-0.0188Rho-17.61Eff Leverage0.1724Vega