0.05Open0.05Pre Close9 Volume144 Open Interest335.00Strike Price45.00Turnover100.74%IV26.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0064Delta0.0007Gamma5311.30Leverage Ratio-0.0434Theta0.0001Rho34.25Eff Leverage0.0044Vega