0.25Open0.25Pre Close2 Volume669 Open Interest41.00Strike Price46.00Turnover17.56%IV3.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2970Delta0.1954Gamma122.74Leverage Ratio-0.0146Theta0.0074Rho36.45Eff Leverage0.0349Vega