0.15Open0.42Pre Close3 Volume2 Open Interest30.00Strike Price45.00Turnover51.92%IV16.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0697Delta0.0289Gamma239.33Leverage Ratio-0.0133Theta-0.0015Rho-16.67Eff Leverage0.0119Vega