0.03Open0.03Pre Close21 Volume583 Open Interest47.00Strike Price46.00Turnover371.91%IV68.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0039Gamma1864.33Leverage Ratio-0.0150Theta0.0000Rho15.43Eff Leverage0.0004Vega