46.61Open47.70Pre Close3 Volume21 Open Interest340.00Strike Price13.98KTurnover36.15%IV0.69%PremiumOct 18, 2024Expiry Date43.95Intrinsic Value100Multiplier20DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type0.9318Delta0.0040Gamma8.36Leverage Ratio-0.1453Theta0.1761Rho7.79Eff Leverage0.1200Vega