0.32Open0.52Pre Close941 Volume1.53K Open Interest98.00Strike Price46.75KTurnover50.28%IV4.99%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.1742Delta0.0597Gamma237.29Leverage Ratio-0.1825Theta0.0013Rho41.35Eff Leverage0.0220Vega