0.05Open0.15Pre Close9 Volume22 Open Interest13.50Strike Price45.00Turnover76.36%IV10.34%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1140Delta0.2071Gamma245.60Leverage Ratio-0.0237Theta0.0001Rho27.99Eff Leverage0.0024Vega