0.05Open0.05Pre Close9 Volume88 Open Interest7.50Strike Price45.00Turnover97.74%IV10.87%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1979Delta0.3892Gamma90.80Leverage Ratio-0.0240Theta0.0001Rho17.97Eff Leverage0.0020Vega