0.95Open1.23Pre Close513 Volume891 Open Interest24.00Strike Price46.54KTurnover63.78%IV1.79%PremiumJul 26, 2024Expiry Date0.58Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.6212Delta0.2337Gamma23.90Leverage Ratio-0.0732Theta-0.0017Rho-14.85Eff Leverage0.0097Vega