0.20Open1.07Pre Close6 Volume60 Open Interest65.00Strike Price45.00Turnover1088.71%IV3.16%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0742Delta0.0939Gamma1341.40Leverage Ratio-66.6987Theta0.0000Rho-99.50Eff Leverage0.0002Vega