0.03Open0.01Pre Close15 Volume5.77K Open Interest29.00Strike Price45.00Turnover132.46%IV23.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0269Gamma781.33Leverage Ratio-0.0251Theta0.0000Rho24.17Eff Leverage0.0014Vega