0.03Open0.15Pre Close15 Volume3.73K Open Interest145.00Strike Price45.00Turnover42.72%IV23.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0047Delta0.0007Gamma6288.67Leverage Ratio-0.0057Theta-0.0004Rho-29.37Eff Leverage0.0063Vega