0.02Open0.02Pre Close40 Volume722 Open Interest40.50Strike Price46.00Turnover224.57%IV2.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0372Delta0.1216Gamma4167.00Leverage Ratio-1.3766Theta0.0000Rho-155.21Eff Leverage0.0002Vega