0.46Open1.11Pre Close1 Volume6 Open Interest8.00Strike Price46.00Turnover32.99%IV0.12%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9488Delta0.3644Gamma18.37Leverage Ratio-0.0043Theta0.0008Rho17.43Eff Leverage0.0009Vega