2.40Open2.22Pre Close190 Volume5.86K Open Interest15.00Strike Price46.04KTurnover49.20%IV0.17%PremiumJan 17, 2025Expiry Date2.48Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9689Delta0.0467Gamma6.85Leverage Ratio-0.0062Theta0.0044Rho6.64Eff Leverage0.0021Vega