0.03Open0.05Pre Close11 Volume344 Open Interest205.00Strike Price46.00Turnover624.31%IV15.51%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0129Delta0.0029Gamma3550.40Leverage Ratio-4.4519Theta0.0000Rho45.96Eff Leverage0.0006Vega