0.46Open0.60Pre Close1 Volume71 Open Interest16.00Strike Price46.00Turnover35.01%IV-0.45%PremiumJan 17, 2025Expiry Date0.53Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7522Delta0.4398Gamma24.75Leverage Ratio-0.0165Theta-0.0019Rho-18.62Eff Leverage0.0066Vega