0.03Open0.05Pre Close15 Volume6.51K Open Interest3.00Strike Price45.00Turnover220.44%IV44.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1197Delta0.3504Gamma70.00Leverage Ratio-0.0099Theta0.0000Rho8.38Eff Leverage0.0005Vega