0.20Open0.18Pre Close2 Volume130 Open Interest19.00Strike Price45.00Turnover35.76%IV1.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4371Delta0.5562Gamma84.02Leverage Ratio-0.0380Theta0.0009Rho36.73Eff Leverage0.0078Vega