0.35Open0.10Pre Close2 Volume43 Open Interest11.00Strike Price46.00Turnover186.18%IV80.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1723Delta0.0853Gamma27.33Leverage Ratio-0.0154Theta0.0006Rho4.71Eff Leverage0.0041Vega