0.03Open0.04Pre Close15 Volume1.13K Open Interest35.00Strike Price45.00Turnover46.99%IV8.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0462Delta0.0604Gamma1072.50Leverage Ratio-0.0165Theta0.0002Rho49.54Eff Leverage0.0033Vega