0.15Open0.11Pre Close3 Volume834 Open Interest13.00Strike Price45.00Turnover41.13%IV10.00%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2220Delta0.2411Gamma79.70Leverage Ratio-0.0083Theta0.0016Rho17.69Eff Leverage0.0089Vega