0.24Open1.80Pre Close2 Volume105 Open Interest15.00Strike Price45.00Turnover50.51%IV1.20%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.5158Delta0.8127Gamma71.29Leverage Ratio-0.0790Theta-0.0003Rho-36.77Eff Leverage0.0039Vega