0.04Open0.04Pre Close11 Volume404 Open Interest2.50Strike Price45.00Turnover146.35%IV25.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1103Delta0.2248Gamma65.90Leverage Ratio-0.0071Theta-0.0001Rho-7.27Eff Leverage0.0011Vega