4.75Open5.50Pre Close87 Volume637 Open Interest64.00Strike Price46.04KTurnover155.04%IV3.48%PremiumAug 2, 2024Expiry Date3.96Intrinsic Value100Multiplier3DDays to Expiry2.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6341Delta0.0419Gamma10.01Leverage Ratio-0.5262Theta-0.0038Rho-6.34Eff Leverage0.0218Vega