0.50Open0.47Pre Close861 Volume683 Open Interest20.50Strike Price45.89KTurnover71.05%IV4.62%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2736Delta0.2078Gamma64.18Leverage Ratio-0.0679Theta-0.0006Rho-17.56Eff Leverage0.0075Vega