0.05Open0.10Pre Close9 Volume2.19K Open Interest52.50Strike Price45.00Turnover23.42%IV9.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0502Delta0.0426Gamma963.40Leverage Ratio-0.0075Theta0.0011Rho48.36Eff Leverage0.0107Vega