0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover151.59%IV34.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2028Delta0.1882Gamma35.40Leverage Ratio-0.0168Theta0.0003Rho7.18Eff Leverage0.0028Vega