0.05Open0.05Pre Close9 Volume920 Open Interest70.00Strike Price45.00Turnover62.77%IV25.25%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0228Delta0.0089Gamma1118.60Leverage Ratio-0.0140Theta0.0004Rho25.55Eff Leverage0.0052Vega