0.46Open0.60Pre Close1 Volume56 Open Interest29.00Strike Price46.00Turnover32.49%IV3.25%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.3685Delta0.2086Gamma62.11Leverage Ratio-0.0252Theta-0.0036Rho-22.88Eff Leverage0.0210Vega