0.23Open0.01Pre Close16 Volume202 Open Interest55.00Strike Price46.00Turnover83.39%IV5.85%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0264Delta0.0406Gamma3464.67Leverage Ratio-0.0969Theta0.0000Rho91.46Eff Leverage0.0011Vega