0.15Open0.22Pre Close3 Volume79 Open Interest8.00Strike Price46.00Turnover22.81%IV2.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4243Delta0.7296Gamma46.06Leverage Ratio-0.0030Theta-0.0026Rho-19.54Eff Leverage0.0093Vega