0.05Open0.05Pre Close9 Volume0 Open Interest22.00Strike Price45.00Turnover43.23%IV17.73%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0635Delta0.0662Gamma374.60Leverage Ratio-0.0060Theta0.0006Rho23.79Eff Leverage0.0054Vega