0.05Open0.50Pre Close9 Volume388 Open Interest57.00Strike Price45.00Turnover106.39%IV7.04%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0545Delta0.0501Gamma1066.00Leverage Ratio-0.2116Theta0.0000Rho58.05Eff Leverage0.0023Vega