0.04Open0.05Pre Close10 Volume700 Open Interest0.50Strike Price45.00Turnover202.60%IV38.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1686Delta0.6051Gamma14.64Leverage Ratio-0.0018Theta-0.0001Rho-2.47Eff Leverage0.0005Vega