20.20Open20.50Pre Close30 Volume1.52K Open Interest200.00Strike Price45.34KTurnover53.94%IV2.66%PremiumDec 20, 2024Expiry Date9.34Intrinsic Value100Multiplier24DDays to Expiry5.56Extrinsic Value100Contract SizeAmericanOptions Type0.6620Delta0.0125Gamma12.31Leverage Ratio-0.2353Theta0.0813Rho8.15Eff Leverage0.1978Vega