0.45Open0.37Pre Close1 Volume224 Open Interest9.50Strike Price45.00Turnover68.52%IV1.53%PremiumNov 29, 2024Expiry Date0.30Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8858Delta0.7537Gamma31.11Leverage Ratio-0.0470Theta0.0001Rho27.56Eff Leverage0.0007Vega