0.64Open1.08Pre Close1.08K Volume31 Open Interest4.50Strike Price46.89KTurnover1056.50%IV-0.47%PremiumJul 12, 2024Expiry Date0.25Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6816Delta0.7734Gamma12.50Leverage Ratio-2.1757Theta0.0000Rho-8.52Eff Leverage0.0002Vega