0.68Open0.53Pre Close754 Volume915 Open Interest90.00Strike Price46.81KTurnover40.20%IV0.40%PremiumDec 13, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6618Delta0.2625Gamma98.78Leverage Ratio-0.4669Theta-0.0008Rho-65.37Eff Leverage0.0127Vega