0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover90.93%IV6.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0870Delta0.2157Gamma297.80Leverage Ratio-0.0300Theta0.0000Rho-25.91Eff Leverage0.0013Vega