2.55Open1.88Pre Close123 Volume190 Open Interest260.00Strike Price46.42KTurnover21.76%IV0.91%PremiumJul 19, 2024Expiry Date1.31Intrinsic Value100Multiplier4DDays to Expiry2.39Extrinsic Value100Contract SizeAmericanOptions Type0.5955Delta0.0595Gamma76.86Leverage Ratio-0.3004Theta0.0199Rho45.77Eff Leverage0.1159Vega