0.25Open0.43Pre Close2 Volume8 Open Interest30.50Strike Price45.00Turnover33.12%IV0.46%PremiumJan 10, 2025Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5621Delta1.0941Gamma173.94Leverage Ratio-0.1543Theta-0.0002Rho-97.77Eff Leverage0.0043Vega