0.04Open0.04Pre Close22 Volume56 Open Interest149.00Strike Price46.00Turnover170.69%IV3.45%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0204Delta0.0185Gamma7715.50Leverage Ratio-1.6197Theta0.0000Rho-157.18Eff Leverage0.0008Vega