0.10Open0.17Pre Close6 Volume77 Open Interest87.50Strike Price45.00Turnover68.83%IV13.71%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0407Delta0.0099Gamma675.67Leverage Ratio-0.0599Theta-0.0006Rho-27.51Eff Leverage0.0112Vega