0.05Open0.03Pre Close9 Volume116 Open Interest7.00Strike Price45.00Turnover892.36%IV19.41%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0782Delta0.1098Gamma172.48Leverage Ratio-0.8689Theta0.0000Rho-13.49Eff Leverage0.0002Vega