0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover144.88%IV35.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2023Delta0.1872Gamma35.27Leverage Ratio-0.0152Theta0.0004Rho7.13Eff Leverage0.0029Vega