0.45Open0.45Pre Close1 Volume574 Open Interest17.50Strike Price45.00Turnover44.76%IV5.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3123Delta0.2478Gamma60.37Leverage Ratio-0.0220Theta-0.0017Rho-18.85Eff Leverage0.0113Vega