0.03Open0.03Pre Close15 Volume523 Open Interest10.00Strike Price45.00Turnover79.32%IV43.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0534Delta0.0758Gamma233.50Leverage Ratio-0.0032Theta0.0002Rho12.47Eff Leverage0.0020Vega