0.45Open0.30Pre Close1 Volume5 Open Interest18.00Strike Price45.00Turnover36.76%IV0.68%PremiumSep 20, 2024Expiry Date0.33Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8587Delta0.7502Gamma50.49Leverage Ratio-0.0409Theta-0.0003Rho-43.35Eff Leverage0.0018Vega