0.05Open0.10Pre Close14 Volume498 Open Interest42.00Strike Price46.00Turnover65.59%IV7.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0354Delta0.0371Gamma1519.67Leverage Ratio-0.0284Theta-0.0001Rho-53.80Eff Leverage0.0025Vega