34.72Open32.84Pre Close13 Volume98 Open Interest1060.00Strike Price46.04KTurnover36.22%IV4.26%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry35.50Extrinsic Value100Contract SizeAmericanOptions Type0.4945Delta0.0041Gamma29.43Leverage Ratio-0.8999Theta0.3099Rho14.55Eff Leverage1.0606Vega