0.05Open0.10Pre Close9 Volume12 Open Interest36.00Strike Price45.00Turnover108.21%IV58.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0276Delta0.0124Gamma456.00Leverage Ratio-0.0099Theta0.0002Rho12.57Eff Leverage0.0030Vega