0.40Open0.50Pre Close748 Volume1.35K Open Interest13.00Strike Price45.00KTurnover128.69%IV4.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5027Delta0.2861Gamma24.63Leverage Ratio-0.1226Theta0.0004Rho12.38Eff Leverage0.0043Vega