0.45Open0.20Pre Close1 Volume134 Open Interest530.00Strike Price45.00Turnover34.19%IV5.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0623Delta0.0073Gamma1117.47Leverage Ratio-0.2604Theta0.0030Rho69.60Eff Leverage0.0606Vega