0.02Open0.03Pre Close26 Volume574 Open Interest152.50Strike Price46.00Turnover564.18%IV10.20%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0045Delta0.0019Gamma16981.00Leverage Ratio-2.0158Theta0.0000Rho-76.13Eff Leverage0.0002Vega