0.15Open0.05Pre Close3 Volume27 Open Interest92.50Strike Price45.00Turnover49.93%IV11.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0636Delta0.0224Gamma555.20Leverage Ratio-0.0504Theta0.0009Rho35.31Eff Leverage0.0139Vega