2.29Open2.77Pre Close212 Volume1.58K Open Interest71.00Strike Price46.54KTurnover73.85%IV0.07%PremiumJan 10, 2025Expiry Date2.26Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8757Delta0.1016Gamma30.65Leverage Ratio-0.4111Theta0.0009Rho26.84Eff Leverage0.0056Vega