6.40Open7.91Pre Close82 Volume86 Open Interest227.50Strike Price46.41KTurnover62.73%IV1.99%PremiumOct 11, 2024Expiry Date2.12Intrinsic Value100Multiplier4DDays to Expiry4.58Extrinsic Value100Contract SizeAmericanOptions Type0.5735Delta0.0270Gamma33.04Leverage Ratio-0.8402Theta0.0127Rho18.95Eff Leverage0.0909Vega