0.15Open0.36Pre Close3 Volume941 Open Interest37.50Strike Price45.00Turnover48.88%IV7.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0901Delta0.0695Gamma404.30Leverage Ratio-0.0353Theta-0.0005Rho-36.42Eff Leverage0.0078Vega