0.05Open0.10Pre Close9 Volume1.37K Open Interest22.50Strike Price45.00Turnover63.05%IV6.59%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0893Delta0.1363Gamma480.70Leverage Ratio-0.0369Theta-0.0001Rho-42.94Eff Leverage0.0030Vega