0.15Open0.20Pre Close3 Volume657 Open Interest100.00Strike Price45.00Turnover36.93%IV14.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0531Delta0.0157Gamma584.13Leverage Ratio-0.0224Theta0.0020Rho31.02Eff Leverage0.0202Vega