0.05Open0.09Pre Close8 Volume200 Open Interest17.50Strike Price46.00Turnover61.31%IV29.50%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0670Delta0.0600Gamma226.00Leverage Ratio-0.0057Theta0.0006Rho15.15Eff Leverage0.0046Vega