0.15Open0.80Pre Close3 Volume63 Open Interest157.50Strike Price45.00Turnover42.74%IV6.43%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0612Delta0.0210Gamma987.53Leverage Ratio-0.0986Theta0.0007Rho60.41Eff Leverage0.0163Vega