0.05Open0.04Pre Close9 Volume91 Open Interest115.00Strike Price45.00Turnover44.05%IV28.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0148Delta0.0038Gamma1795.40Leverage Ratio-0.0079Theta0.0008Rho26.62Eff Leverage0.0084Vega