0.45Open0.65Pre Close1 Volume21 Open Interest31.00Strike Price45.00Turnover21.82%IV0.42%PremiumJan 17, 2025Expiry Date0.32Intrinsic Value100Multiplier9DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6362Delta0.3502Gamma50.11Leverage Ratio-0.0253Theta0.0048Rho31.88Eff Leverage0.0184Vega