0.03Open0.06Pre Close17 Volume492 Open Interest107.00Strike Price45.00Turnover39.60%IV6.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0190Delta0.0159Gamma5035.00Leverage Ratio-0.0192Theta0.0001Rho95.65Eff Leverage0.0034Vega