0.45Open0.45Pre Close1 Volume26 Open Interest35.00Strike Price45.00Turnover60.76%IV4.33%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3709Delta0.1424Gamma52.28Leverage Ratio-0.0879Theta0.0020Rho19.39Eff Leverage0.0165Vega