6.40Open7.91Pre Close82 Volume86 Open Interest227.50Strike Price46.41KTurnover61.54%IV1.99%PremiumOct 11, 2024Expiry Date2.12Intrinsic Value100Multiplier4DDays to Expiry4.58Extrinsic Value100Contract SizeAmericanOptions Type0.5739Delta0.0270Gamma33.04Leverage Ratio-0.8093Theta0.0132Rho18.96Eff Leverage0.0925Vega