0.05Open0.05Pre Close9 Volume342 Open Interest8.00Strike Price45.00Turnover282.50%IV35.52%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0937Delta0.1347Gamma118.80Leverage Ratio-0.0417Theta0.0000Rho11.13Eff Leverage0.0007Vega