0.11Open0.13Pre Close4 Volume166 Open Interest5.00Strike Price45.00Turnover43.67%IV4.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3815Delta0.7195Gamma34.13Leverage Ratio-0.0047Theta-0.0011Rho-13.02Eff Leverage0.0046Vega