0.05Open0.04Pre Close9 Volume136 Open Interest190.00Strike Price45.00Turnover155.16%IV12.53%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0023Gamma4343.40Leverage Ratio-0.3169Theta0.0000Rho-48.31Eff Leverage0.0024Vega