0.04Open0.04Pre Close11 Volume404 Open Interest2.50Strike Price45.00Turnover146.94%IV25.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1103Delta0.2248Gamma66.00Leverage Ratio-0.0072Theta-0.0001Rho-7.28Eff Leverage0.0011Vega