2.20Open1.76Pre Close87 Volume310 Open Interest280.00Strike Price46.60KTurnover23.25%IV0.99%PremiumJul 19, 2024Expiry Date3.35Intrinsic Value100Multiplier6DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type0.6690Delta0.0422Gamma51.52Leverage Ratio-0.2870Theta0.0312Rho34.46Eff Leverage0.1339Vega