0.10Open0.05Pre Close5 Volume919 Open Interest14.00Strike Price45.00Turnover31.75%IV1.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3383Delta1.1094Gamma188.40Leverage Ratio-0.0343Theta-0.0002Rho-63.74Eff Leverage0.0038Vega