0.45Open0.45Pre Close1 Volume0 Open Interest7.50Strike Price45.00Turnover125.66%IV20.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3919Delta0.1895Gamma13.94Leverage Ratio-0.0180Theta0.0013Rho5.46Eff Leverage0.0062Vega