0.26Open0.27Pre Close1.90K Volume17.41K Open Interest18.50Strike Price46.30KTurnover61.92%IV2.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3487Delta0.4986Gamma107.00Leverage Ratio-0.1028Theta0.0003Rho37.31Eff Leverage0.0044Vega