0.05Open0.05Pre Close9 Volume36 Open Interest12.00Strike Price45.00Turnover133.88%IV16.54%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.1515Gamma206.80Leverage Ratio-0.0349Theta0.0001Rho20.18Eff Leverage0.0015Vega