0.46Open0.62Pre Close1 Volume45 Open Interest23.00Strike Price46.00Turnover15.89%IV1.34%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier20DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6010Delta0.4417Gamma50.33Leverage Ratio-0.0099Theta0.0076Rho30.25Eff Leverage0.0212Vega