1.06Open1.15Pre Close187 Volume146 Open Interest46.00Strike Price46.36KTurnover73.55%IV1.41%PremiumAug 2, 2024Expiry Date1.58Intrinsic Value100Multiplier3DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.6618Delta0.1091Gamma20.29Leverage Ratio-0.1978Theta0.0027Rho13.43Eff Leverage0.0167Vega