3.03Open3.50Pre Close153 Volume1.37K Open Interest27.00Strike Price45.50KTurnover104.95%IV1.01%PremiumDec 6, 2024Expiry Date2.61Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8502Delta0.0819Gamma10.30Leverage Ratio-0.1105Theta0.0019Rho8.76Eff Leverage0.0063Vega