0.15Open1.20Pre Close3 Volume56 Open Interest82.00Strike Price45.00Turnover68.72%IV5.11%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0937Delta0.0496Gamma575.07Leverage Ratio-0.1498Theta-0.0003Rho-53.87Eff Leverage0.0082Vega