0.45Open1.20Pre Close1 Volume2 Open Interest78.00Strike Price45.00Turnover38.18%IV11.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1109Delta0.0212Gamma175.16Leverage Ratio-0.0311Theta-0.0065Rho-19.42Eff Leverage0.0441Vega