0.15Open0.20Pre Close3 Volume40 Open Interest27.50Strike Price45.00Turnover68.26%IV9.17%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1208Delta0.0826Gamma200.73Leverage Ratio-0.0465Theta-0.0005Rho-24.25Eff Leverage0.0072Vega