0.45Open0.55Pre Close1 Volume124 Open Interest5.00Strike Price45.00Turnover101.41%IV4.41%PremiumDec 20, 2024Expiry Date0.22Intrinsic Value100Multiplier24DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5948Delta0.2898Gamma8.35Leverage Ratio-0.0111Theta0.0016Rho4.97Eff Leverage0.0051Vega