0.05Open0.05Pre Close9 Volume42 Open Interest600.00Strike Price45.00Turnover70.40%IV12.91%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0062Delta0.0007Gamma10628.60Leverage Ratio-0.0498Theta0.0001Rho65.58Eff Leverage0.0063Vega