0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover100.15%IV5.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1160Delta0.2267Gamma294.60Leverage Ratio-0.0498Theta-0.0001Rho-34.16Eff Leverage0.0017Vega