0.84Open0.40Pre Close522 Volume11.61K Open Interest25.50Strike Price46.40KTurnover33.95%IV0.42%PremiumDec 20, 2024Expiry Date0.64Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7598Delta0.3723Gamma33.30Leverage Ratio-0.0440Theta0.0017Rho25.30Eff Leverage0.0077Vega