0.04Open0.07Pre Close13 Volume1.67K Open Interest43.00Strike Price46.00Turnover34.04%IV3.13%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0580Delta0.1429Gamma2085.75Leverage Ratio-0.0200Theta0.0001Rho120.94Eff Leverage0.0028Vega