0.05Open0.20Pre Close9 Volume321 Open Interest37.00Strike Price45.00Turnover1210.81%IV1.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1963Delta0.6071Gamma747.20Leverage Ratio-171.5416Theta0.0000Rho-146.71Eff Leverage0.0001Vega