0.09Open0.18Pre Close5 Volume139 Open Interest32.00Strike Price45.00Turnover27.76%IV1.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.2154Delta0.4034Gamma361.67Leverage Ratio-0.0461Theta-0.0004Rho-77.89Eff Leverage0.0076Vega