0.45Open0.40Pre Close1 Volume116 Open Interest175.00Strike Price45.00Turnover29.18%IV9.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1160Delta0.0172Gamma255.89Leverage Ratio-0.0530Theta0.0106Rho29.68Eff Leverage0.0760Vega