0.23Open0.35Pre Close2 Volume835 Open Interest57.50Strike Price46.00Turnover25.48%IV8.31%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1512Delta0.0649Gamma193.82Leverage Ratio-0.0175Theta0.0055Rho29.31Eff Leverage0.0332Vega