0.50Open0.47Pre Close861 Volume683 Open Interest20.50Strike Price45.89KTurnover70.86%IV4.72%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2742Delta0.2086Gamma65.23Leverage Ratio-0.0678Theta-0.0006Rho-17.88Eff Leverage0.0075Vega