0.05Open0.07Pre Close9 Volume344 Open Interest46.00Strike Price45.00Turnover17.74%IV6.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0886Delta0.0861Gamma576.67Leverage Ratio-0.0073Theta0.0022Rho51.09Eff Leverage0.0168Vega