0.45Open1.25Pre Close1 Volume25 Open Interest510.00Strike Price45.00Turnover18.10%IV6.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1161Delta0.0085Gamma375.98Leverage Ratio-0.0946Theta0.0380Rho43.63Eff Leverage0.2474Vega