0.21Open0.49Pre Close2 Volume73 Open Interest92.50Strike Price46.00Turnover26.63%IV9.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0720Delta0.0181Gamma409.22Leverage Ratio-0.0175Theta-0.0051Rho-29.46Eff Leverage0.0390Vega