0.45Open0.40Pre Close1 Volume488 Open Interest210.00Strike Price45.00Turnover30.56%IV7.95%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1059Delta0.0165Gamma354.45Leverage Ratio-0.0815Theta0.0070Rho37.55Eff Leverage0.0664Vega