0.02Open3.58Pre Close21 Volume154 Open Interest362.50Strike Price46.00Turnover261.64%IV15.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0035Delta0.0004Gamma21574.00Leverage Ratio-0.5547Theta0.0000Rho-74.72Eff Leverage0.0011Vega