0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover79.10%IV5.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1419Delta0.3324Gamma295.60Leverage Ratio-0.0492Theta-0.0001Rho-41.93Eff Leverage0.0019Vega