4.75Open5.50Pre Close87 Volume637 Open Interest64.00Strike Price46.04KTurnover155.67%IV3.58%PremiumAug 2, 2024Expiry Date3.90Intrinsic Value100Multiplier3DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6288Delta0.0418Gamma10.10Leverage Ratio-0.5320Theta-0.0038Rho-6.35Eff Leverage0.0220Vega