0.45Open0.50Pre Close1 Volume1 Open Interest6.50Strike Price45.00Turnover49.65%IV2.36%PremiumOct 11, 2024Expiry Date0.29Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8400Delta0.6680Gamma19.40Leverage Ratio-0.0113Theta0.0006Rho16.30Eff Leverage0.0018Vega