0.05Open0.05Pre Close9 Volume7.45K Open Interest2.00Strike Price45.00Turnover122.35%IV33.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2240Delta0.6768Gamma30.80Leverage Ratio-0.0033Theta0.0002Rho6.90Eff Leverage0.0011Vega