0.15Open0.22Pre Close3 Volume79 Open Interest8.00Strike Price46.00Turnover22.88%IV2.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4244Delta0.7298Gamma46.06Leverage Ratio-0.0030Theta-0.0026Rho-19.55Eff Leverage0.0093Vega