15.70Open15.85Pre Close28 Volume375 Open Interest105.00Strike Price45.29KTurnover54.50%IV0.65%PremiumDec 20, 2024Expiry Date15.72Intrinsic Value100Multiplier22DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type0.8708Delta0.0131Gamma7.06Leverage Ratio-0.0878Theta0.0529Rho6.15Eff Leverage0.0623Vega