0.01Open0.02Pre Close46 Volume11 Open Interest32.50Strike Price46.00Turnover73.15%IV13.95%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0240Gamma2853.00Leverage Ratio-0.0089Theta0.0000Rho47.25Eff Leverage0.0010Vega