0.15Open0.23Pre Close3 Volume598 Open Interest22.50Strike Price45.00Turnover90.24%IV48.52%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0681Delta0.0360Gamma152.50Leverage Ratio-0.0093Theta0.0007Rho10.39Eff Leverage0.0053Vega