0.14Open0.55Pre Close4 Volume109 Open Interest60.00Strike Price45.00Turnover136.48%IV47.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0198Delta0.0065Gamma815.20Leverage Ratio-0.0238Theta0.0001Rho16.10Eff Leverage0.0026Vega