0.05Open0.05Pre Close9 Volume355 Open Interest9.00Strike Price45.00Turnover194.77%IV18.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1033Delta0.1669Gamma152.40Leverage Ratio-0.0400Theta0.0000Rho15.75Eff Leverage0.0010Vega