0.05Open0.11Pre Close9 Volume1 Open Interest620.00Strike Price46.00Turnover58.63%IV17.52%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0058Delta0.0005Gamma8794.00Leverage Ratio-0.0449Theta0.0003Rho50.62Eff Leverage0.0093Vega