0.35Open0.25Pre Close1.27K Volume7.90K Open Interest47.00Strike Price45.42KTurnover17.24%IV0.72%PremiumNov 1, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5442Delta0.4531Gamma125.36Leverage Ratio-0.0466Theta0.0029Rho68.22Eff Leverage0.0201Vega