0.10Open0.05Pre Close8 Volume3.33K Open Interest22.50Strike Price45.00Turnover72.22%IV36.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0607Delta0.0391Gamma220.53Leverage Ratio-0.0076Theta0.0006Rho13.38Eff Leverage0.0051Vega