0.11Open0.10Pre Close5.26K Volume1.92K Open Interest152.50Strike Price46.53KTurnover44.84%IV8.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0362Delta0.0133Gamma1660.35Leverage Ratio-0.0586Theta0.0005Rho60.16Eff Leverage0.0106Vega