0.03Open0.02Pre Close29 Volume307 Open Interest520.00Strike Price45.00Turnover177.44%IV68.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0008Delta0.0001Gamma30780.00Leverage Ratio-0.0096Theta0.0000Rho23.76Eff Leverage0.0007Vega