0.03Open0.03Pre Close18 Volume507 Open Interest96.00Strike Price46.00Turnover45.99%IV8.62%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0167Delta0.0123Gamma4420.00Leverage Ratio-0.0177Theta0.0001Rho73.71Eff Leverage0.0031Vega