0.08Open0.06Pre Close6 Volume2.25K Open Interest20.00Strike Price45.00Turnover36.41%IV12.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1044Delta0.1161Gamma237.60Leverage Ratio-0.0068Theta0.0010Rho24.80Eff Leverage0.0078Vega