0.15Open0.05Pre Close3 Volume201 Open Interest187.50Strike Price45.00Turnover36.85%IV5.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0424Delta0.0131Gamma1726.96Leverage Ratio-0.0793Theta-0.0007Rho-73.16Eff Leverage0.0168Vega