0.05Open0.07Pre Close10 Volume1.47K Open Interest7.50Strike Price46.00Turnover172.67%IV24.26%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0801Delta0.1704Gamma202.00Leverage Ratio-0.0216Theta0.0000Rho16.19Eff Leverage0.0008Vega