0.05Open0.03Pre Close18 Volume374 Open Interest495.00Strike Price45.00Turnover160.22%IV13.04%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0008Gamma4553.60Leverage Ratio-0.8027Theta-0.0001Rho-47.11Eff Leverage0.0060Vega