0.46Open0.49Pre Close1 Volume29 Open Interest1.50Strike Price46.00Turnover184.55%IV2.62%PremiumAug 30, 2024Expiry Date0.41Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9613Delta0.3035Gamma4.78Leverage Ratio-0.0040Theta0.0001Rho4.59Eff Leverage0.0001Vega