0.45Open1.20Pre Close1 Volume77 Open Interest33.00Strike Price45.00Turnover40.81%IV0.54%PremiumDec 6, 2024Expiry Date0.27Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6225Delta0.4077Gamma63.37Leverage Ratio-0.1247Theta0.0010Rho39.45Eff Leverage0.0087Vega