4.60Open4.40Pre Close96 Volume942 Open Interest110.00Strike Price46.82KTurnover21.31%IV1.28%PremiumSep 20, 2024Expiry Date3.35Intrinsic Value100Multiplier26DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type0.7313Delta0.0508Gamma23.37Leverage Ratio-0.0518Theta0.0563Rho17.09Eff Leverage0.1004Vega