0.05Open0.12Pre Close13 Volume335 Open Interest41.00Strike Price45.00Turnover427.87%IV19.06%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0070Gamma1687.33Leverage Ratio-0.4228Theta0.0000Rho-25.47Eff Leverage0.0005Vega