0.21Open0.14Pre Close2 Volume569 Open Interest12.50Strike Price46.00Turnover104.91%IV24.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2144Delta0.1284Gamma45.60Leverage Ratio-0.0205Theta0.0009Rho9.77Eff Leverage0.0063Vega