0.09Open0.05Pre Close5 Volume919 Open Interest17.50Strike Price45.00Turnover39.82%IV10.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0999Delta0.1075Gamma242.38Leverage Ratio-0.0085Theta-0.0008Rho-24.21Eff Leverage0.0072Vega