0.01Open0.01Pre Close46 Volume72 Open Interest53.00Strike Price46.00Turnover81.71%IV20.78%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0089Delta0.0070Gamma4389.00Leverage Ratio-0.0082Theta0.0000Rho39.14Eff Leverage0.0010Vega