0.01Open0.02Pre Close38 Volume290 Open Interest29.50Strike Price46.00Turnover67.39%IV16.50%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0217Delta0.0271Gamma1689.33Leverage Ratio-0.0088Theta0.0001Rho36.66Eff Leverage0.0015Vega