0.03Open0.03Pre Close21 Volume583 Open Interest47.00Strike Price46.00Turnover406.40%IV69.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0144Delta0.0057Gamma927.35Leverage Ratio-0.0300Theta0.0000Rho13.31Eff Leverage0.0006Vega