4.75Open5.50Pre Close87 Volume637 Open Interest64.00Strike Price46.04KTurnover155.67%IV3.55%PremiumAug 2, 2024Expiry Date3.92Intrinsic Value100Multiplier3DDays to Expiry2.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6288Delta0.0418Gamma10.01Leverage Ratio-0.5320Theta-0.0038Rho-6.30Eff Leverage0.0220Vega