0.05Open0.25Pre Close9 Volume7 Open Interest160.00Strike Price45.00Turnover46.85%IV31.29%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0021Gamma2438.20Leverage Ratio-0.0089Theta0.0008Rho26.49Eff Leverage0.0085Vega