0.45Open0.53Pre Close1 Volume7 Open Interest29.00Strike Price45.00Turnover302.32%IV34.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1001Delta0.0109Gamma48.33Leverage Ratio-0.2545Theta-0.0008Rho-4.84Eff Leverage0.0094Vega