0.05Open0.09Pre Close9 Volume490 Open Interest21.50Strike Price45.00Turnover44.51%IV4.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1213Delta0.2451Gamma448.40Leverage Ratio-0.0311Theta-0.0002Rho-54.40Eff Leverage0.0037Vega