0.06Open0.06Pre Close7 Volume119 Open Interest122.00Strike Price46.00Turnover17.67%IV2.18%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1008Delta0.0931Gamma1327.67Leverage Ratio-0.0532Theta0.0010Rho133.84Eff Leverage0.0189Vega