0.15Open1.20Pre Close3 Volume56 Open Interest82.00Strike Price45.00Turnover57.53%IV5.11%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0936Delta0.0495Gamma575.07Leverage Ratio-0.1336Theta-0.0004Rho-53.83Eff Leverage0.0098Vega