0.45Open0.65Pre Close1 Volume109 Open Interest75.00Strike Price45.00Turnover32.26%IV7.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1544Delta0.0397Gamma161.02Leverage Ratio-0.0353Theta-0.0062Rho-24.86Eff Leverage0.0442Vega