0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover149.40%IV36.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1998Delta0.1822Gamma34.80Leverage Ratio-0.0153Theta0.0003Rho6.95Eff Leverage0.0029Vega