0.15Open0.15Pre Close3 Volume203 Open Interest2.00Strike Price45.00Turnover60.81%IV4.37%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6163Delta1.3055Gamma13.73Leverage Ratio-0.0030Theta0.0006Rho8.46Eff Leverage0.0018Vega