0.45Open3.60Pre Close1 Volume117 Open Interest450.00Strike Price45.00Turnover83.98%IV3.23%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1119Delta0.0155Gamma688.24Leverage Ratio-3.1770Theta-0.0005Rho-77.00Eff Leverage0.0279Vega