0.45Open0.68Pre Close1 Volume67 Open Interest387.50Strike Price45.00Turnover114.38%IV23.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0249Delta0.0018Gamma1044.78Leverage Ratio-0.2292Theta0.0006Rho26.05Eff Leverage0.0168Vega