0.25Open0.43Pre Close2 Volume8 Open Interest30.50Strike Price45.00Turnover27.82%IV0.46%PremiumJan 10, 2025Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5612Delta1.0921Gamma173.94Leverage Ratio-0.1081Theta-0.0003Rho-97.62Eff Leverage0.0051Vega