0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover99.13%IV7.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1222Delta0.2505Gamma300.10Leverage Ratio-0.0500Theta-0.0001Rho-36.68Eff Leverage0.0017Vega