0.05Open0.20Pre Close5 Volume317 Open Interest72.00Strike Price45.00Turnover11.57%IV0.10%PremiumAug 9, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.5717Delta1.2934Gamma576.24Leverage Ratio-0.1320Theta0.0005Rho329.41Eff Leverage0.0103Vega