6.11Open7.60Pre Close70 Volume118 Open Interest85.00Strike Price46.25KTurnover84.97%IV0.46%PremiumDec 6, 2024Expiry Date6.14Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8573Delta0.0423Gamma12.09Leverage Ratio-0.2362Theta-0.0041Rho-10.36Eff Leverage0.0142Vega