0.25Open0.70Pre Close2 Volume385 Open Interest7.50Strike Price45.00Turnover77.29%IV5.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4134Delta0.4863Gamma32.31Leverage Ratio-0.0221Theta0.0006Rho13.36Eff Leverage0.0040Vega