0.09Open0.01Pre Close5 Volume946 Open Interest100.00Strike Price45.00Turnover37.32%IV6.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0568Delta0.0302Gamma1043.17Leverage Ratio-0.0456Theta0.0006Rho59.20Eff Leverage0.0115Vega