4.95Open5.95Pre Close98 Volume1.78K Open Interest60.00Strike Price46.11KTurnover771.52%IV0.60%PremiumJul 12, 2024Expiry Date4.52Intrinsic Value100Multiplier0DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8306Delta0.0494Gamma12.90Leverage Ratio-16.8317Theta0.0001Rho10.72Eff Leverage0.0017Vega