0.03Open0.04Pre Close15 Volume204 Open Interest81.00Strike Price45.00Turnover6.81%IV1.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0947Delta0.2509Gamma2727.67Leverage Ratio-0.0096Theta-0.0010Rho-258.25Eff Leverage0.0165Vega