0.05Open0.04Pre Close9 Volume992 Open Interest42.00Strike Price45.00Turnover115.96%IV17.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0396Delta0.0264Gamma715.60Leverage Ratio-0.0434Theta0.0001Rho28.33Eff Leverage0.0024Vega