0.05Open1.44Pre Close6 Volume43 Open Interest22.50Strike Price45.00Turnover109.31%IV61.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0523Delta0.0285Gamma186.93Leverage Ratio-0.0090Theta0.0004Rho9.78Eff Leverage0.0037Vega