0.03Open0.04Pre Close15 Volume1.13K Open Interest35.00Strike Price45.00Turnover47.61%IV9.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0462Delta0.0605Gamma1071.00Leverage Ratio-0.0168Theta0.0002Rho49.52Eff Leverage0.0033Vega