4.25Open4.35Pre Close230 Volume69 Open Interest113.00Strike Price46.79KTurnover53.02%IV1.42%PremiumSep 27, 2024Expiry Date0.29Intrinsic Value100Multiplier2DDays to Expiry1.61Extrinsic Value100Contract SizeAmericanOptions Type0.5365Delta0.0894Gamma58.55Leverage Ratio-0.5251Theta0.0032Rho31.41Eff Leverage0.0333Vega