0.15Open0.08Pre Close3 Volume712 Open Interest170.00Strike Price45.00Turnover41.37%IV9.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0462Delta0.0121Gamma1037.20Leverage Ratio-0.0628Theta0.0011Rho47.95Eff Leverage0.0188Vega