0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover146.47%IV35.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2012Delta0.1850Gamma35.20Leverage Ratio-0.0152Theta0.0004Rho7.08Eff Leverage0.0029Vega