0.01Open0.01Pre Close45 Volume11.96K Open Interest9.00Strike Price45.00Turnover165.65%IV6.14%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.4094Gamma848.93Leverage Ratio-0.1074Theta0.0000Rho59.44Eff Leverage0.0003Vega