0.16Open0.30Pre Close3 Volume56 Open Interest120.00Strike Price46.00Turnover172.19%IV15.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0351Delta0.0056Gamma708.38Leverage Ratio-0.2000Theta-0.0002Rho-24.88Eff Leverage0.0062Vega