0.04Open0.07Pre Close13 Volume1.67K Open Interest43.00Strike Price46.00Turnover31.15%IV3.02%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0623Delta0.1644Gamma2088.00Leverage Ratio-0.0200Theta0.0001Rho130.04Eff Leverage0.0029Vega