0.30Open0.36Pre Close4 Volume172 Open Interest23.00Strike Price45.00Turnover113.52%IV8.01%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0928Delta0.1407Gamma426.80Leverage Ratio-0.1107Theta0.0000Rho39.62Eff Leverage0.0017Vega