0.01Open0.02Pre Close27 Volume219 Open Interest11.00Strike Price45.00Turnover63.63%IV4.45%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1472Delta0.5724Gamma352.00Leverage Ratio-0.0290Theta0.0001Rho51.80Eff Leverage0.0015Vega