0.68Open0.71Pre Close543 Volume3.48K Open Interest70.00Strike Price46.65KTurnover65.49%IV3.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3454Delta0.0810Gamma65.71Leverage Ratio-0.2589Theta-0.0023Rho-22.69Eff Leverage0.0256Vega