0.05Open0.08Pre Close9 Volume401 Open Interest32.00Strike Price45.00Turnover18.70%IV3.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1301Delta0.2730Gamma621.60Leverage Ratio-0.0128Theta0.0007Rho80.89Eff Leverage0.0088Vega