0.01Open0.01Pre Close46 Volume358 Open Interest297.50Strike Price46.00Turnover58.19%IV13.44%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0029Delta0.0008Gamma26225.75Leverage Ratio-0.0099Theta0.0000Rho75.44Eff Leverage0.0018Vega