0.03Open0.05Pre Close15 Volume540 Open Interest47.00Strike Price45.00Turnover7161.30%IV45.47%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0162Delta0.0074Gamma1077.67Leverage Ratio-48.6018Theta0.0000Rho17.45Eff Leverage0.0000Vega