0.50Open0.56Pre Close967 Volume21.99K Open Interest13.00Strike Price46.48KTurnover50.58%IV4.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4579Delta0.2819Gamma24.86Leverage Ratio-0.0163Theta-0.0027Rho-11.38Eff Leverage0.0111Vega