0.11Open0.10Pre Close5.26K Volume1.92K Open Interest152.50Strike Price46.53KTurnover42.21%IV8.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0363Delta0.0133Gamma1660.35Leverage Ratio-0.0536Theta0.0005Rho60.19Eff Leverage0.0113Vega