0.05Open0.05Pre Close8 Volume575 Open Interest8.00Strike Price46.00Turnover28.93%IV6.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2039Delta0.6299Gamma151.80Leverage Ratio-0.0043Theta0.0006Rho30.94Eff Leverage0.0044Vega