0.45Open1.61Pre Close1 Volume2 Open Interest85.00Strike Price45.00Turnover47.17%IV15.48%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0778Delta0.0119Gamma222.29Leverage Ratio-0.0353Theta-0.0050Rho-17.30Eff Leverage0.0376Vega