0.04Open0.02Pre Close10 Volume12 Open Interest45.00Strike Price46.00Turnover131.32%IV35.69%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0185Delta0.0097Gamma1106.67Leverage Ratio-0.0197Theta0.0001Rho20.46Eff Leverage0.0016Vega