0.37Open0.35Pre Close3 Volume125 Open Interest250.00Strike Price45.00Turnover62.94%IV33.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0061Delta0.0008Gamma4698.75Leverage Ratio-0.0141Theta0.0003Rho28.88Eff Leverage0.0058Vega