0.15Open0.42Pre Close3 Volume142 Open Interest115.00Strike Price45.00Turnover30.79%IV2.34%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1361Delta0.0994Gamma750.13Leverage Ratio-0.1386Theta0.0006Rho102.08Eff Leverage0.0156Vega