0.25Open0.14Pre Close2.96K Volume4.24K Open Interest6.50Strike Price45.68KTurnover103.26%IV3.72%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.4806Delta0.7484Gamma33.95Leverage Ratio-0.0521Theta0.0002Rho16.32Eff Leverage0.0021Vega