0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover146.41%IV35.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2016Delta0.1857Gamma35.27Leverage Ratio-0.0153Theta0.0004Rho7.11Eff Leverage0.0029Vega