1.00Open0.93Pre Close447 Volume390 Open Interest4.50Strike Price46.92KTurnover151.92%IV1.64%PremiumNov 29, 2024Expiry Date1.60Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9565Delta0.0802Gamma3.75Leverage Ratio-0.0092Theta0.0006Rho3.59Eff Leverage0.0007Vega