0.35Open0.20Pre Close2 Volume211 Open Interest0.50Strike Price45.00Turnover331.21%IV35.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2480Delta0.6124Gamma4.97Leverage Ratio-0.0036Theta-0.0002Rho-1.23Eff Leverage0.0005Vega