0.45Open0.50Pre Close1 Volume41 Open Interest15.00Strike Price45.00Turnover36.61%IV3.96%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4274Delta0.2757Gamma31.89Leverage Ratio-0.0108Theta-0.0040Rho-13.63Eff Leverage0.0153Vega