0.05Open0.05Pre Close9 Volume75 Open Interest30.00Strike Price45.00Turnover86.49%IV51.84%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0327Delta0.0174Gamma395.80Leverage Ratio-0.0068Theta0.0004Rho12.95Eff Leverage0.0035Vega