0.62Open0.43Pre Close1.05K Volume3.64K Open Interest36.50Strike Price45.51KTurnover33.82%IV0.73%PremiumJan 17, 2025Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5991Delta0.4207Gamma71.34Leverage Ratio-0.1055Theta0.0012Rho42.74Eff Leverage0.0105Vega