0.05Open0.09Pre Close9 Volume183 Open Interest6.00Strike Price45.00Turnover157.31%IV22.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1962Delta0.2747Gamma49.30Leverage Ratio-0.0228Theta0.0001Rho9.67Eff Leverage0.0018Vega