0.05Open0.10Pre Close14 Volume498 Open Interest42.00Strike Price46.00Turnover57.88%IV7.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0375Delta0.0416Gamma1516.25Leverage Ratio-0.0268Theta-0.0001Rho-56.92Eff Leverage0.0028Vega