0.03Open0.05Pre Close20 Volume674 Open Interest290.00Strike Price45.00Turnover89.30%IV17.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0003Gamma17539.00Leverage Ratio-0.0196Theta0.0000Rho-47.11Eff Leverage0.0023Vega