0.03Open0.06Pre Close11 Volume14 Open Interest970.00Strike Price46.00Turnover54.13%IV18.94%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0015Delta0.0001Gamma40778.00Leverage Ratio-0.0167Theta0.0001Rho61.61Eff Leverage0.0043Vega