0.45Open0.60Pre Close1 Volume296 Open Interest6.00Strike Price45.00Turnover88.94%IV2.22%PremiumDec 20, 2024Expiry Date0.31Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6881Delta0.4725Gamma13.28Leverage Ratio-0.0215Theta0.0007Rho9.14Eff Leverage0.0030Vega