0.05Open0.05Pre Close9 Volume56 Open Interest14.00Strike Price45.00Turnover115.63%IV8.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1031Delta0.1812Gamma304.60Leverage Ratio-0.0500Theta0.0000Rho-31.40Eff Leverage0.0015Vega