0.03Open0.05Pre Close15 Volume290 Open Interest10.00Strike Price45.00Turnover212.77%IV22.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0683Delta0.1258Gamma273.33Leverage Ratio-0.0299Theta0.0000Rho18.67Eff Leverage0.0006Vega