6.65Open5.67Pre Close63 Volume428 Open Interest59.00Strike Price46.35KTurnover69.92%IV0.11%PremiumJul 12, 2024Expiry Date7.55Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9713Delta0.0152Gamma8.73Leverage Ratio-0.0434Theta0.0049Rho8.48Eff Leverage0.0040Vega