0.45Open0.55Pre Close1 Volume311 Open Interest2.50Strike Price45.00Turnover86.92%IV1.72%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8356Delta0.5080Gamma6.44Leverage Ratio-0.0047Theta0.0007Rho5.38Eff Leverage0.0014Vega