0.15Open0.36Pre Close3 Volume941 Open Interest37.50Strike Price45.00Turnover44.26%IV7.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0900Delta0.0694Gamma404.30Leverage Ratio-0.0291Theta-0.0006Rho-36.38Eff Leverage0.0086Vega