0.15Open0.28Pre Close2.23K Volume83 Open Interest17.00Strike Price45.47KTurnover121.70%IV0.58%PremiumJan 10, 2025Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.5494Delta0.2988Gamma29.25Leverage Ratio-0.2269Theta0.0004Rho16.07Eff Leverage0.0043Vega