0.35Open0.05Pre Close2 Volume472 Open Interest130.00Strike Price46.00Turnover44.65%IV26.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0254Delta0.0050Gamma933.73Leverage Ratio-0.0142Theta0.0017Rho23.73Eff Leverage0.0158Vega