0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover146.08%IV34.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2014Delta0.1854Gamma35.40Leverage Ratio-0.0152Theta0.0004Rho7.13Eff Leverage0.0029Vega