0.05Open1.40Pre Close9 Volume4 Open Interest195.00Strike Price45.00Turnover143.03%IV41.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0081Delta0.0012Gamma2756.20Leverage Ratio-0.0404Theta0.0001Rho22.43Eff Leverage0.0030Vega