0.03Open0.15Pre Close11 Volume206 Open Interest24.50Strike Price45.00Turnover61.31%IV8.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0708Delta0.0871Gamma532.80Leverage Ratio-0.0284Theta-0.0002Rho-37.74Eff Leverage0.0034Vega