0.45Open0.53Pre Close1 Volume3.32K Open Interest22.50Strike Price45.00Turnover35.48%IV6.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3503Delta0.1846Gamma47.71Leverage Ratio-0.0157Theta0.0049Rho16.71Eff Leverage0.0210Vega