0.45Open0.50Pre Close1 Volume1 Open Interest6.50Strike Price45.00Turnover47.38%IV2.06%PremiumOct 11, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8334Delta0.7213Gamma19.46Leverage Ratio-0.0111Theta0.0006Rho16.21Eff Leverage0.0018Vega