0.12Open0.15Pre Close4 Volume54 Open Interest111.00Strike Price46.00Turnover83.79%IV14.41%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0383Delta0.0071Gamma700.38Leverage Ratio-0.0996Theta-0.0006Rho-26.81Eff Leverage0.0116Vega