0.15Open0.30Pre Close3 Volume88 Open Interest119.00Strike Price45.00Turnover37.66%IV4.67%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0698Delta0.0335Gamma997.36Leverage Ratio-0.0860Theta-0.0006Rho-69.63Eff Leverage0.0142Vega