0.03Open0.05Pre Close17 Volume351 Open Interest115.00Strike Price46.00Turnover190.42%IV44.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0057Delta0.0014Gamma3970.00Leverage Ratio-0.0197Theta0.0000Rho22.80Eff Leverage0.0010Vega