0.02Open0.02Pre Close30 Volume225 Open Interest31.00Strike Price46.00Turnover337.59%IV32.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0043Delta0.0017Gamma4615.00Leverage Ratio-0.0501Theta0.0000Rho-19.66Eff Leverage0.0003Vega