27.00Open58.00Pre Close12 Volume22 Open Interest1665.00Strike Price46.63KTurnover99.12%IV5.04%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry65.00Extrinsic Value100Contract SizeAmericanOptions Type-0.4325Delta0.0022Gamma27.62Leverage Ratio-8.8524Theta-0.0855Rho-11.95Eff Leverage0.7099Vega