0.15Open0.20Pre Close3 Volume51 Open Interest35.00Strike Price45.00Turnover27.21%IV6.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1604Delta0.0946Gamma165.78Leverage Ratio-0.0127Theta-0.0036Rho-26.60Eff Leverage0.0231Vega