0.10Open0.10Pre Close5 Volume633 Open Interest24.00Strike Price46.00Turnover45.28%IV15.56%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1008Delta0.0808Gamma208.20Leverage Ratio-0.0100Theta0.0011Rho20.98Eff Leverage0.0085Vega