0.10Open0.15Pre Close5 Volume538 Open Interest14.00Strike Price45.00Turnover38.93%IV13.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0659Delta0.0770Gamma324.20Leverage Ratio-0.0040Theta-0.0007Rho-21.36Eff Leverage0.0055Vega