0.05Open0.05Pre Close11 Volume508 Open Interest5.00Strike Price45.00Turnover5697.71%IV6.42%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1943Delta0.7639Gamma132.50Leverage Ratio-95.7871Theta0.0000Rho-25.74Eff Leverage0.0000Vega