0.45Open0.65Pre Close1 Volume6 Open Interest78.00Strike Price45.00Turnover3.34%IV0.11%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9020Delta0.5427Gamma184.38Leverage Ratio-0.0135Theta0.0104Rho166.31Eff Leverage0.0160Vega