1.00Open0.93Pre Close447 Volume390 Open Interest4.50Strike Price46.92KTurnover149.61%IV1.64%PremiumNov 29, 2024Expiry Date1.60Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9566Delta0.0801Gamma3.75Leverage Ratio-0.0089Theta0.0007Rho3.59Eff Leverage0.0007Vega