0.05Open0.01Pre Close9 Volume743 Open Interest230.00Strike Price45.00Turnover142.46%IV17.57%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0110Delta0.0021Gamma3913.40Leverage Ratio-0.2018Theta0.0000Rho42.98Eff Leverage0.0028Vega