0.20Open0.30Pre Close2 Volume14 Open Interest12.00Strike Price45.00Turnover238.01%IV57.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0399Delta0.0054Gamma85.63Leverage Ratio-0.0317Theta-0.0008Rho-3.42Eff Leverage0.0058Vega