0.45Open1.40Pre Close1 Volume92 Open Interest37.00Strike Price45.00Turnover46.03%IV0.08%PremiumNov 29, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7098Delta0.4649Gamma66.51Leverage Ratio-0.1805Theta-0.0005Rho-47.21Eff Leverage0.0055Vega