0.07Open0.12Pre Close6 Volume117 Open Interest21.00Strike Price45.00Turnover20.88%IV6.03%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1519Delta0.2419Gamma265.33Leverage Ratio-0.0061Theta0.0016Rho40.29Eff Leverage0.0109Vega