0.45Open0.54Pre Close1 Volume62 Open Interest105.00Strike Price45.00Turnover33.08%IV9.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1607Delta0.0319Gamma154.43Leverage Ratio-0.0462Theta0.0085Rho24.82Eff Leverage0.0564Vega