0.45Open0.55Pre Close1 Volume311 Open Interest2.50Strike Price45.00Turnover94.97%IV1.72%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8344Delta0.5083Gamma6.44Leverage Ratio-0.0055Theta0.0006Rho5.38Eff Leverage0.0013Vega