0.09Open0.16Pre Close10 Volume146 Open Interest25.50Strike Price46.00Turnover41.47%IV7.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0406Delta0.0728Gamma1373.75Leverage Ratio-0.0111Theta-0.0001Rho-55.78Eff Leverage0.0025Vega