0.01Open0.05Pre Close41 Volume519 Open Interest237.50Strike Price45.00Turnover32.25%IV3.72%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0069Gamma16444.00Leverage Ratio-0.0534Theta-0.0001Rho-175.92Eff Leverage0.0036Vega