0.45Open0.52Pre Close1 Volume242 Open Interest12.50Strike Price45.00Turnover56.16%IV0.62%PremiumDec 20, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6561Delta0.5118Gamma24.25Leverage Ratio-0.0336Theta-0.0009Rho-15.91Eff Leverage0.0047Vega