0.15Open0.10Pre Close3 Volume224 Open Interest7.00Strike Price45.00Turnover159.42%IV34.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2028Delta0.1881Gamma35.40Leverage Ratio-0.0186Theta0.0003Rho7.18Eff Leverage0.0027Vega