0.05Open0.04Pre Close9 Volume992 Open Interest42.00Strike Price45.00Turnover116.84%IV17.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0395Delta0.0262Gamma713.00Leverage Ratio-0.0435Theta0.0001Rho28.13Eff Leverage0.0024Vega