0.45Open1.40Pre Close1 Volume92 Open Interest37.00Strike Price45.00Turnover37.98%IV0.08%PremiumNov 29, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7085Delta0.4645Gamma66.51Leverage Ratio-0.1300Theta-0.0007Rho-47.12Eff Leverage0.0067Vega