0.45Open0.52Pre Close1 Volume242 Open Interest12.50Strike Price45.00Turnover56.70%IV1.31%PremiumDec 20, 2024Expiry Date0.29Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6350Delta0.5194Gamma27.13Leverage Ratio-0.0352Theta-0.0008Rho-17.23Eff Leverage0.0048Vega