0.21Open0.32Pre Close862 Volume2.24K Open Interest41.00Strike Price45.75KTurnover53.99%IV1.95%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4944Delta0.1956Gamma48.55Leverage Ratio-0.1456Theta0.0017Rho24.00Eff Leverage0.0151Vega