0.03Open0.05Pre Close12 Volume1.20K Open Interest1.00Strike Price46.00Turnover215.34%IV68.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2935Delta0.9746Gamma12.49Leverage Ratio-0.0024Theta0.0001Rho3.67Eff Leverage0.0006Vega