0.02Open0.05Pre Close13 Volume454 Open Interest19.50Strike Price45.00Turnover85.03%IV11.54%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0454Delta0.0870Gamma875.00Leverage Ratio-0.0181Theta0.0000Rho39.68Eff Leverage0.0012Vega