0.05Open0.05Pre Close9 Volume120 Open Interest18.00Strike Price45.00Turnover178.24%IV34.75%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0535Delta0.0461Gamma267.90Leverage Ratio-0.0302Theta0.0001Rho14.34Eff Leverage0.0014Vega