0.45Open0.68Pre Close1 Volume359 Open Interest45.00Strike Price45.00Turnover44.23%IV10.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2123Delta0.0665Gamma82.00Leverage Ratio-0.0310Theta0.0047Rho17.41Eff Leverage0.0286Vega