0.25Open0.43Pre Close2 Volume8 Open Interest30.50Strike Price45.00Turnover48.56%IV0.46%PremiumJan 10, 2025Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5527Delta0.9353Gamma152.20Leverage Ratio-0.2852Theta-0.0001Rho-84.12Eff Leverage0.0034Vega