2.90Open5.07Pre Close162 Volume196 Open Interest23.00Strike Price46.68KTurnover5051.85%IV-0.42%PremiumNov 15, 2024Expiry Date2.99Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9514Delta0.0524Gamma8.71Leverage Ratio-117.9135Theta0.0000Rho8.28Eff Leverage0.0000Vega