0.01Open0.02Pre Close42 Volume992 Open Interest107.00Strike Price45.00Turnover259.76%IV19.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0036Gamma4462.50Leverage Ratio-0.2355Theta0.0000Rho40.41Eff Leverage0.0006Vega