0.07Open0.07Pre Close6 Volume3.42K Open Interest70.00Strike Price46.00Turnover25.83%IV11.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0475Delta0.0254Gamma837.87Leverage Ratio-0.0093Theta0.0017Rho39.82Eff Leverage0.0149Vega