116.78Open119.57Pre Close4 Volume396 Open Interest715.00Strike Price46.71KTurnover74.97%IV0.41%PremiumJan 17, 2025Expiry Date113.40Intrinsic Value100Multiplier3DDays to Expiry3.38Extrinsic Value100Contract SizeAmericanOptions Type0.9902Delta0.0005Gamma7.28Leverage Ratio-0.2419Theta0.0517Rho7.21Eff Leverage0.0186Vega