0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover143.41%IV34.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2032Delta0.1891Gamma35.43Leverage Ratio-0.0152Theta0.0004Rho7.20Eff Leverage0.0029Vega