0.05Open0.14Pre Close9 Volume18 Open Interest10.00Strike Price45.00Turnover23.34%IV5.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1525Delta0.3843Gamma211.40Leverage Ratio-0.0030Theta-0.0009Rho-32.23Eff Leverage0.0062Vega