0.45Open0.50Pre Close1 Volume195 Open Interest6.00Strike Price45.00Turnover80.74%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5242Delta0.3593Gamma14.00Leverage Ratio-0.0118Theta0.0014Rho7.34Eff Leverage0.0055Vega