0.03Open0.01Pre Close20 Volume8.39K Open Interest3.00Strike Price46.00Turnover514.03%IV101.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1067Delta0.2616Gamma50.03Leverage Ratio-0.0186Theta0.0000Rho5.34Eff Leverage0.0003Vega