4.97Open6.08Pre Close75 Volume177 Open Interest185.00Strike Price46.92KTurnover48.40%IV1.25%PremiumAug 2, 2024Expiry Date3.64Intrinsic Value100Multiplier4DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6258Delta0.0379Gamma29.98Leverage Ratio-0.4022Theta-0.0140Rho-18.76Eff Leverage0.0786Vega