0.45Open0.20Pre Close1 Volume136 Open Interest35.00Strike Price45.00Turnover23.34%IV4.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3282Delta0.1672Gamma75.20Leverage Ratio-0.0156Theta0.0080Rho24.68Eff Leverage0.0335Vega