0.20Open0.15Pre Close2 Volume22 Open Interest95.00Strike Price45.00Turnover15.06%IV4.43%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1499Delta0.0712Gamma364.84Leverage Ratio-0.0202Theta0.0076Rho54.70Eff Leverage0.0506Vega