0.05Open0.09Pre Close7 Volume261 Open Interest4.00Strike Price45.00Turnover276.10%IV61.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1992Delta0.2569Gamma25.40Leverage Ratio-0.0173Theta0.0001Rho5.06Eff Leverage0.0011Vega