0.45Open0.57Pre Close1 Volume32 Open Interest5.00Strike Price45.00Turnover25.21%IV0.66%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier25DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9189Delta0.7212Gamma10.78Leverage Ratio-0.0006Theta-0.0014Rho-9.90Eff Leverage0.0017Vega