0.15Open0.10Pre Close3 Volume256 Open Interest2.00Strike Price45.00Turnover56.50%IV5.91%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier30DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5773Delta1.1837Gamma13.53Leverage Ratio-0.0023Theta0.0008Rho7.81Eff Leverage0.0023Vega