0.45Open0.50Pre Close1 Volume712 Open Interest9.00Strike Price45.00Turnover47.84%IV4.30%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier23DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5549Delta0.3635Gamma19.07Leverage Ratio-0.0100Theta0.0029Rho10.58Eff Leverage0.0090Vega