0.15Open0.15Pre Close3 Volume26 Open Interest25.00Strike Price45.00Turnover78.34%IV42.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0870Delta0.0386Gamma118.00Leverage Ratio-0.0102Theta0.0012Rho10.27Eff Leverage0.0083Vega