0.45Open0.10Pre Close1 Volume88 Open Interest92.50Strike Price45.00Turnover37.80%IV2.54%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2603Delta0.1183Gamma213.29Leverage Ratio-0.2047Theta0.0015Rho55.52Eff Leverage0.0235Vega