0.05Open0.10Pre Close9 Volume614 Open Interest17.50Strike Price45.00Turnover116.25%IV47.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0810Delta0.0502Gamma118.80Leverage Ratio-0.0130Theta0.0004Rho9.63Eff Leverage0.0039Vega