0.04Open0.04Pre Close11 Volume404 Open Interest2.50Strike Price45.00Turnover145.73%IV25.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1108Delta0.2266Gamma66.00Leverage Ratio-0.0071Theta-0.0001Rho-7.31Eff Leverage0.0011Vega