0.05Open0.10Pre Close9 Volume246 Open Interest7.50Strike Price45.00Turnover177.32%IV92.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1072Delta0.1066Gamma52.27Leverage Ratio-0.0070Theta0.0002Rho5.60Eff Leverage0.0018Vega