0.30Open0.05Pre Close2 Volume152 Open Interest10.00Strike Price45.00Turnover135.38%IV14.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2235Delta0.2401Gamma59.33Leverage Ratio-0.0488Theta0.0002Rho13.26Eff Leverage0.0027Vega