0.45Open0.50Pre Close1 Volume112 Open Interest140.00Strike Price45.00Turnover25.93%IV4.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1764Delta0.0420Gamma232.70Leverage Ratio-0.0719Theta0.0073Rho41.05Eff Leverage0.0616Vega