0.10Open0.12Pre Close6 Volume187 Open Interest127.00Strike Price45.00Turnover59.46%IV7.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0303Delta0.0159Gamma2370.40Leverage Ratio-0.0499Theta0.0001Rho71.78Eff Leverage0.0050Vega