0.03Open0.05Pre Close22 Volume325 Open Interest18.50Strike Price46.00Turnover67.82%IV12.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0274Delta0.0647Gamma1648.00Leverage Ratio-0.0080Theta0.0000Rho45.14Eff Leverage0.0009Vega