0.15Open0.20Pre Close3 Volume258 Open Interest7.50Strike Price45.00Turnover81.47%IV15.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1699Delta0.1663Gamma58.07Leverage Ratio-0.0113Theta-0.0007Rho-9.87Eff Leverage0.0047Vega