0.05Open0.05Pre Close9 Volume892 Open Interest10.00Strike Price45.00Turnover79.20%IV9.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1094Delta0.2049Gamma220.60Leverage Ratio-0.0205Theta-0.0001Rho-24.14Eff Leverage0.0022Vega