0.10Open0.11Pre Close5 Volume925 Open Interest87.50Strike Price46.00Turnover44.27%IV12.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0401Delta0.0115Gamma795.44Leverage Ratio-0.0288Theta-0.0011Rho-31.92Eff Leverage0.0146Vega