0.05Open0.05Pre Close9 Volume289 Open Interest40.00Strike Price45.00Turnover513.16%IV81.80%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0236Delta0.0090Gamma440.60Leverage Ratio-0.0500Theta0.0000Rho10.41Eff Leverage0.0007Vega