0.05Open0.05Pre Close9 Volume158 Open Interest23.00Strike Price45.00Turnover448.88%IV103.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0353Delta0.0193Gamma227.00Leverage Ratio-0.0446Theta0.0000Rho8.01Eff Leverage0.0007Vega