0.05Open0.05Pre Close7 Volume8 Open Interest25.50Strike Price45.00Turnover243.91%IV1.39%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3075Delta0.6847Gamma252.49Leverage Ratio-3.6223Theta0.0000Rho77.64Eff Leverage0.0007Vega