0.45Open0.50Pre Close1 Volume712 Open Interest9.00Strike Price45.00Turnover43.73%IV4.25%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier23DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5637Delta0.3948Gamma20.14Leverage Ratio-0.0092Theta0.0029Rho11.36Eff Leverage0.0090Vega