0.17Open0.12Pre Close3 Volume342 Open Interest113.00Strike Price45.00Turnover33.77%IV1.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2974Delta0.1212Gamma263.75Leverage Ratio-0.2717Theta-0.0018Rho-78.44Eff Leverage0.0293Vega