0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover99.70%IV6.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1167Delta0.2294Gamma297.80Leverage Ratio-0.0498Theta-0.0001Rho-34.75Eff Leverage0.0017Vega