0.01Open0.01Pre Close43 Volume165 Open Interest6.50Strike Price45.00Turnover548.05%IV62.75%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0292Delta0.0689Gamma400.00Leverage Ratio-0.0418Theta0.0000Rho11.67Eff Leverage0.0001Vega