0.05Open0.03Pre Close6 Volume664 Open Interest37.50Strike Price46.00Turnover89.26%IV11.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0628Delta0.0347Gamma424.60Leverage Ratio-0.0599Theta-0.0002Rho-26.65Eff Leverage0.0049Vega