0.03Open0.01Pre Close15 Volume3.29K Open Interest10.00Strike Price45.00Turnover5951.69%IV6.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1024Delta0.2971Gamma357.00Leverage Ratio-163.1574Theta0.0000Rho-36.57Eff Leverage0.0000Vega