0.05Open0.05Pre Close9 Volume323 Open Interest47.00Strike Price45.00Turnover231.47%IV14.56%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0408Delta0.0281Gamma821.40Leverage Ratio-0.3287Theta0.0000Rho33.50Eff Leverage0.0012Vega