0.45Open0.70Pre Close1 Volume3 Open Interest20.00Strike Price45.00Turnover80.95%IV32.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1430Delta0.0669Gamma68.49Leverage Ratio-0.0144Theta0.0014Rho9.79Eff Leverage0.0094Vega