0.02Open0.03Pre Close25 Volume540 Open Interest43.50Strike Price45.00Turnover22.04%IV4.76%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0269Delta0.0634Gamma4153.50Leverage Ratio-0.0061Theta0.0001Rho111.83Eff Leverage0.0028Vega