9.04Open11.55Pre Close56 Volume402 Open Interest202.50Strike Price46.69KTurnover55.32%IV0.13%PremiumDec 13, 2024Expiry Date7.90Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8500Delta0.0321Gamma23.10Leverage Ratio-0.4414Theta-0.0069Rho-19.63Eff Leverage0.0308Vega