0.05Open0.11Pre Close6 Volume957 Open Interest65.00Strike Price45.00Turnover46.36%IV11.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0532Delta0.0297Gamma732.88Leverage Ratio-0.0282Theta0.0005Rho38.98Eff Leverage0.0085Vega