0.15Open0.20Pre Close3 Volume30 Open Interest66.00Strike Price45.00Turnover12.55%IV3.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1631Delta0.1399Gamma427.23Leverage Ratio-0.0136Theta0.0049Rho69.68Eff Leverage0.0345Vega