0.05Open0.05Pre Close9 Volume0 Open Interest85.00Strike Price45.00Turnover32.27%IV17.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0097Gamma1441.80Leverage Ratio-0.0071Theta0.0010Rho34.18Eff Leverage0.0100Vega