0.45Open0.31Pre Close1 Volume278 Open Interest87.00Strike Price45.00Turnover75.82%IV6.83%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1302Delta0.0491Gamma297.67Leverage Ratio-0.2283Theta0.0005Rho38.75Eff Leverage0.0120Vega