0.15Open0.05Pre Close5 Volume918 Open Interest10.00Strike Price45.00Turnover97.99%IV9.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2333Delta0.3171Gamma73.68Leverage Ratio-0.0364Theta0.0002Rho17.19Eff Leverage0.0030Vega