0.05Open0.06Pre Close10 Volume78 Open Interest6.00Strike Price45.00Turnover203.30%IV9.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1311Delta0.3640Gamma165.00Leverage Ratio-0.0892Theta0.0000Rho-21.63Eff Leverage0.0006Vega