9.94Open7.45Pre Close44 Volume68 Open Interest148.00Strike Price46.40KTurnover81.48%IV0.99%PremiumOct 11, 2024Expiry Date7.91Intrinsic Value100Multiplier4DDays to Expiry1.54Extrinsic Value100Contract SizeAmericanOptions Type0.7467Delta0.0243Gamma15.47Leverage Ratio-0.5735Theta0.0114Rho11.56Eff Leverage0.0518Vega