0.03Open0.04Pre Close15 Volume204 Open Interest81.00Strike Price45.00Turnover7.13%IV1.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0950Delta0.2522Gamma2727.67Leverage Ratio-0.0106Theta-0.0009Rho-259.04Eff Leverage0.0158Vega