0.29Open0.10Pre Close7 Volume121 Open Interest327.50Strike Price46.00Turnover163.68%IV25.96%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0066Delta0.0008Gamma5200.20Leverage Ratio-0.0500Theta0.0001Rho34.57Eff Leverage0.0027Vega