0.45Open0.50Pre Close1 Volume1 Open Interest6.50Strike Price45.00Turnover61.12%IV1.53%PremiumOct 11, 2024Expiry Date0.35Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7990Delta0.6324Gamma17.11Leverage Ratio-0.0162Theta0.0006Rho13.67Eff Leverage0.0020Vega