0.05Open0.05Pre Close9 Volume1.31K Open Interest22.50Strike Price45.00Turnover67.31%IV32.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0634Delta0.0429Gamma227.47Leverage Ratio-0.0077Theta0.0006Rho14.43Eff Leverage0.0054Vega