0.09Open0.10Pre Close5 Volume1.30K Open Interest4.50Strike Price45.00Turnover292.16%IV92.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1691Delta0.2034Gamma26.56Leverage Ratio-0.0135Theta0.0001Rho4.49Eff Leverage0.0011Vega