0.15Open0.11Pre Close3 Volume358 Open Interest33.00Strike Price45.00Turnover50.51%IV13.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1135Delta0.0679Gamma194.40Leverage Ratio-0.0203Theta0.0012Rho22.06Eff Leverage0.0108Vega