0.05Open0.04Pre Close9 Volume722 Open Interest5.00Strike Price45.00Turnover42.79%IV10.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2024Delta0.6094Gamma91.20Leverage Ratio-0.0033Theta0.0005Rho18.46Eff Leverage0.0030Vega