0.15Open0.22Pre Close3 Volume97 Open Interest22.00Strike Price45.00Turnover130.12%IV13.36%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1462Delta0.1097Gamma130.27Leverage Ratio-0.0923Theta0.0002Rho19.04Eff Leverage0.0037Vega