0.04Open0.05Pre Close12 Volume410 Open Interest11.50Strike Price46.00Turnover192.33%IV38.08%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0671Gamma278.33Leverage Ratio-0.0196Theta0.0000Rho13.91Eff Leverage0.0008Vega