0.10Open0.35Pre Close4 Volume3 Open Interest170.00Strike Price46.00Turnover45.23%IV8.35%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0351Delta0.0084Gamma1425.69Leverage Ratio-0.0697Theta-0.0007Rho-50.07Eff Leverage0.0157Vega