0.45Open0.55Pre Close1 Volume124 Open Interest5.00Strike Price45.00Turnover100.44%IV6.97%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier24DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6090Delta0.2869Gamma9.26Leverage Ratio-0.0111Theta0.0017Rho5.64Eff Leverage0.0051Vega