0.02Open0.01Pre Close23 Volume290 Open Interest98.00Strike Price45.00Turnover92.43%IV12.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0098Delta0.0057Gamma5792.67Leverage Ratio-0.0150Theta0.0000Rho56.91Eff Leverage0.0013Vega