0.10Open0.05Pre Close2 Volume33 Open Interest29.00Strike Price46.00Turnover26.64%IV4.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.2483Delta0.2397Gamma149.48Leverage Ratio-0.0202Theta-0.0019Rho-37.12Eff Leverage0.0157Vega