0.05Open0.15Pre Close9 Volume15 Open Interest7.00Strike Price45.00Turnover71.82%IV35.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1034Delta0.1627Gamma104.40Leverage Ratio-0.0032Theta0.0004Rho10.79Eff Leverage0.0028Vega