0.05Open0.05Pre Close7 Volume8 Open Interest25.50Strike Price45.00Turnover2225.48%IV1.27%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3277Delta0.7684Gamma252.80Leverage Ratio-340.1618Theta0.0000Rho82.85Eff Leverage0.0001Vega