0.08Open0.08Pre Close6 Volume570 Open Interest8.00Strike Price45.00Turnover27.68%IV5.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2546Delta0.6325Gamma101.60Leverage Ratio-0.0041Theta0.0011Rho25.87Eff Leverage0.0059Vega