0.09Open0.10Pre Close5 Volume2.08K Open Interest5.00Strike Price45.00Turnover64.39%IV15.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2378Delta0.4449Gamma48.89Leverage Ratio-0.0050Theta0.0006Rho11.63Eff Leverage0.0033Vega