0.03Open0.05Pre Close15 Volume358 Open Interest6.00Strike Price45.00Turnover111.50%IV5.54%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1618Delta0.7151Gamma210.67Leverage Ratio-0.0486Theta0.0000Rho-34.09Eff Leverage0.0008Vega