0.07Open0.16Pre Close7 Volume277 Open Interest33.50Strike Price46.00Turnover47.30%IV1.21%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1772Delta0.7069Gamma828.50Leverage Ratio-0.2394Theta0.0000Rho146.83Eff Leverage0.0020Vega