0.08Open0.10Pre Close6 Volume19 Open Interest6.00Strike Price45.00Turnover86.25%IV2.20%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3591Delta1.7901Gamma118.40Leverage Ratio-0.0656Theta0.0000Rho42.52Eff Leverage0.0009Vega