0.15Open0.25Pre Close3 Volume4 Open Interest13.00Strike Price45.00Turnover182.50%IV46.76%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1296Delta0.0809Gamma59.73Leverage Ratio-0.0292Theta0.0003Rho7.74Eff Leverage0.0030Vega