0.04Open0.02Pre Close11 Volume2.14K Open Interest16.00Strike Price45.00Turnover130.10%IV11.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0960Delta0.1486Gamma287.40Leverage Ratio-0.0490Theta0.0000Rho27.58Eff Leverage0.0015Vega