0.10Open0.12Pre Close4 Volume58 Open Interest9.50Strike Price46.00Turnover148.27%IV17.46%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1871Delta0.2142Gamma68.25Leverage Ratio-0.0433Theta0.0002Rho12.77Eff Leverage0.0023Vega