0.03Open0.42Pre Close12 Volume195 Open Interest41.00Strike Price45.00Turnover307.10%IV54.58%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0272Delta0.0111Gamma482.73Leverage Ratio-0.0537Theta0.0000Rho13.14Eff Leverage0.0012Vega