0.45Open0.39Pre Close1 Volume703 Open Interest170.00Strike Price45.00Turnover19.35%IV5.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1271Delta0.0288Gamma357.69Leverage Ratio-0.0403Theta0.0108Rho45.48Eff Leverage0.0779Vega