0.05Open0.05Pre Close10 Volume683 Open Interest32.50Strike Price46.00Turnover424.72%IV7.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0552Delta0.0857Gamma1010.67Leverage Ratio-1.8641Theta0.0000Rho55.78Eff Leverage0.0003Vega