0.15Open0.35Pre Close3 Volume1.49K Open Interest20.50Strike Price45.00Turnover32.47%IV1.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4124Delta0.7621Gamma135.80Leverage Ratio-0.0530Theta0.0005Rho56.00Eff Leverage0.0061Vega