0.15Open0.51Pre Close3 Volume3 Open Interest235.00Strike Price45.00Turnover468.85%IV120.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0134Delta0.0010Gamma712.00Leverage Ratio-0.1483Theta0.0001Rho9.55Eff Leverage0.0026Vega