0.16Open0.09Pre Close3.58K Volume4.61K Open Interest11.50Strike Price44.99KTurnover122.82%IV11.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1559Delta0.2333Gamma129.38Leverage Ratio-0.0496Theta0.0001Rho20.17Eff Leverage0.0020Vega