0.05Open1.05Pre Close9 Volume13 Open Interest440.00Strike Price45.00Turnover65.02%IV48.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0040Delta0.0003Gamma5942.40Leverage Ratio-0.0129Theta0.0005Rho23.51Eff Leverage0.0077Vega