0.15Open0.23Pre Close3 Volume74 Open Interest115.00Strike Price45.00Turnover55.32%IV11.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0163Gamma688.47Leverage Ratio-0.0665Theta0.0008Rho37.16Eff Leverage0.0133Vega