0.08Open0.06Pre Close6 Volume2.25K Open Interest20.00Strike Price45.00Turnover36.68%IV12.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1038Delta0.1149Gamma237.47Leverage Ratio-0.0068Theta0.0010Rho24.66Eff Leverage0.0077Vega