0.03Open0.08Pre Close12 Volume133 Open Interest23.00Strike Price46.00Turnover88.42%IV24.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0723Delta0.0523Gamma231.00Leverage Ratio-0.0185Theta0.0003Rho16.69Eff Leverage0.0041Vega