0.03Open0.02Pre Close15 Volume244 Open Interest7.50Strike Price45.00Turnover145.16%IV2.23%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.4930Delta0.4714Gamma254.67Leverage Ratio-0.0866Theta-0.0002Rho-125.54Eff Leverage0.0023Vega