0.05Open0.50Pre Close9 Volume388 Open Interest57.00Strike Price45.00Turnover90.44%IV7.04%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0545Delta0.0502Gamma1066.00Leverage Ratio-0.1531Theta0.0001Rho58.07Eff Leverage0.0027Vega