0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover121.33%IV8.10%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0983Delta0.1654Gamma303.62Leverage Ratio-0.0500Theta0.0000Rho-29.84Eff Leverage0.0015Vega