0.15Open0.50Pre Close3 Volume268 Open Interest90.00Strike Price45.00Turnover36.62%IV7.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0840Delta0.0388Gamma561.13Leverage Ratio-0.0488Theta0.0012Rho47.15Eff Leverage0.0167Vega