0.05Open0.05Pre Close10 Volume938 Open Interest22.00Strike Price45.00Turnover35.67%IV4.12%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0484Delta0.2003Gamma2114.00Leverage Ratio-0.0097Theta0.0000Rho102.31Eff Leverage0.0014Vega