0.05Open0.08Pre Close9 Volume401 Open Interest32.00Strike Price45.00Turnover21.35%IV3.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1297Delta0.2712Gamma621.60Leverage Ratio-0.0164Theta0.0005Rho80.61Eff Leverage0.0077Vega