0.01Open0.01Pre Close46 Volume358 Open Interest297.50Strike Price46.00Turnover58.76%IV13.35%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0028Delta0.0007Gamma26246.00Leverage Ratio-0.0099Theta0.0000Rho74.75Eff Leverage0.0018Vega