0.15Open0.25Pre Close3 Volume2.43K Open Interest26.00Strike Price45.00Turnover42.05%IV9.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1387Delta0.1207Gamma190.48Leverage Ratio-0.0168Theta0.0011Rho26.43Eff Leverage0.0096Vega