0.10Open0.05Pre Close2 Volume33 Open Interest29.00Strike Price46.00Turnover26.09%IV3.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.2533Delta0.2485Gamma132.24Leverage Ratio-0.0200Theta-0.0019Rho-33.50Eff Leverage0.0158Vega