0.40Open0.50Pre Close748 Volume1.35K Open Interest13.00Strike Price45.00KTurnover124.29%IV4.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5027Delta0.2862Gamma24.63Leverage Ratio-0.1134Theta0.0004Rho12.38Eff Leverage0.0045Vega