0.03Open0.02Pre Close29 Volume307 Open Interest520.00Strike Price45.00Turnover172.97%IV65.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0008Delta0.0001Gamma31341.60Leverage Ratio-0.0094Theta0.0000Rho24.13Eff Leverage0.0008Vega