0.20Open0.15Pre Close2 Volume22 Open Interest95.00Strike Price45.00Turnover15.03%IV4.43%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1500Delta0.0713Gamma364.84Leverage Ratio-0.0201Theta0.0076Rho54.71Eff Leverage0.0507Vega