2.56Open2.05Pre Close134 Volume358 Open Interest50.00Strike Price46.96KTurnover5592.76%IV0.49%PremiumDec 13, 2024Expiry Date2.97Intrinsic Value100Multiplier-2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.7545Delta0.0792Gamma13.25Leverage Ratio-758.8397Theta0.0000Rho-9.99Eff Leverage0.0002Vega