0.45Open0.70Pre Close1 Volume27 Open Interest27.00Strike Price45.00Turnover995.47%IV0.30%PremiumNov 15, 2024Expiry Date0.37Intrinsic Value100Multiplier-1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7204Delta0.5756Gamma59.18Leverage Ratio-56.4170Theta0.0000Rho-42.63Eff Leverage0.0002Vega