0.15Open0.16Pre Close3 Volume4.18K Open Interest15.00Strike Price45.00Turnover43.03%IV11.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1986Delta0.1959Gamma90.80Leverage Ratio-0.0095Theta0.0015Rho18.03Eff Leverage0.0092Vega