0.03Open0.05Pre Close15 Volume2.59K Open Interest5.00Strike Price45.00Turnover435.52%IV698.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1242Delta0.2747Gamma21.00Leverage Ratio-0.0028Theta0.0000Rho2.61Eff Leverage0.0004Vega