9.35Open7.40Pre Close45 Volume621 Open Interest9.50Strike Price46.55KTurnover672.90%IV1.53%PremiumDec 20, 2024Expiry Date13.65Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9799Delta0.0040Gamma1.68Leverage Ratio-0.0972Theta0.0005Rho1.64Eff Leverage0.0009Vega