0.09Open0.12Pre Close10 Volume53 Open Interest38.50Strike Price46.00Turnover20.27%IV2.78%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0734Delta0.1838Gamma1582.40Leverage Ratio-0.0142Theta-0.0002Rho-116.10Eff Leverage0.0052Vega