0.40Open0.44Pre Close1.16K Volume3.68K Open Interest5.00Strike Price45.64KTurnover251.76%IV52.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3423Delta0.1990Gamma10.80Leverage Ratio-0.0216Theta0.0004Rho3.70Eff Leverage0.0027Vega