0.15Open0.35Pre Close3 Volume854 Open Interest170.00Strike Price45.00Turnover28.90%IV13.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0583Delta0.0103Gamma546.04Leverage Ratio-0.0271Theta0.0058Rho31.85Eff Leverage0.0456Vega