0.25Open0.19Pre Close2 Volume116 Open Interest45.00Strike Price45.00Turnover13.26%IV0.60%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4914Delta0.4710Gamma138.25Leverage Ratio-0.0266Theta0.0044Rho67.94Eff Leverage0.0255Vega