0.30Open0.07Pre Close2 Volume703 Open Interest24.00Strike Price45.00Turnover2472.82%IV0.50%PremiumSep 20, 2024Expiry Date0.03Intrinsic Value100Multiplier-1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5198Delta1.1376Gamma159.80Leverage Ratio-562.4027Theta0.0000Rho-83.07Eff Leverage0.0001Vega