0.45Open0.60Pre Close1 Volume5 Open Interest2.50Strike Price45.00Turnover296.80%IV-1.99%PremiumDec 20, 2024Expiry Date0.51Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7659Delta0.3057Gamma4.46Leverage Ratio-0.0350Theta0.0002Rho3.41Eff Leverage0.0010Vega