0.45Open0.26Pre Close1 Volume45 Open Interest39.00Strike Price45.00Turnover31.73%IV1.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4402Delta0.1982Gamma58.09Leverage Ratio-0.0411Theta-0.0042Rho-25.57Eff Leverage0.0248Vega