0.25Open0.20Pre Close2 Volume250 Open Interest40.00Strike Price45.00Turnover17.79%IV3.24%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1982Delta0.2423Gamma311.52Leverage Ratio-0.0170Theta0.0021Rho61.73Eff Leverage0.0180Vega