0.15Open0.40Pre Close3 Volume105 Open Interest5.00Strike Price45.00Turnover108.17%IV23.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1537Delta0.1433Gamma42.00Leverage Ratio-0.0090Theta-0.0006Rho-6.46Eff Leverage0.0036Vega