0.45Open0.70Pre Close1 Volume27 Open Interest27.00Strike Price45.00Turnover2005.50%IV0.30%PremiumNov 15, 2024Expiry Date0.37Intrinsic Value100Multiplier-1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7929Delta0.6017Gamma59.18Leverage Ratio-236.4699Theta0.0000Rho-46.92Eff Leverage0.0001Vega