0.29Open0.10Pre Close7 Volume121 Open Interest327.50Strike Price46.00Turnover238.18%IV25.96%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0066Delta0.0008Gamma5200.20Leverage Ratio-0.3573Theta0.0000Rho34.57Eff Leverage0.0019Vega