0.15Open0.11Pre Close3 Volume834 Open Interest13.00Strike Price45.00Turnover40.63%IV10.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2237Delta0.2447Gamma79.63Leverage Ratio-0.0082Theta0.0016Rho17.81Eff Leverage0.0090Vega