0.45Open0.31Pre Close1 Volume21 Open Interest0.50Strike Price45.00Turnover369.25%IV62.41%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier26DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8024Delta2.1704Gamma0.36Leverage Ratio-0.0007Theta-0.0002Rho-0.29Eff Leverage0.0001Vega