0.05Open0.04Pre Close9 Volume102 Open Interest35.50Strike Price45.00Turnover138.19%IV19.46%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0429Delta0.0307Gamma595.20Leverage Ratio-0.0465Theta0.0001Rho25.51Eff Leverage0.0020Vega