0.05Open0.11Pre Close9 Volume58 Open Interest98.00Strike Price45.00Turnover19.73%IV2.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0766Delta0.0985Gamma1916.80Leverage Ratio-0.0399Theta0.0004Rho146.86Eff Leverage0.0106Vega