0.05Open0.02Pre Close9 Volume351 Open Interest65.00Strike Price45.00Turnover81.07%IV24.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0243Delta0.0101Gamma1042.00Leverage Ratio-0.0217Theta0.0002Rho25.33Eff Leverage0.0040Vega