116.78Open119.57Pre Close4 Volume396 Open Interest715.00Strike Price46.71KTurnover78.20%IV0.41%PremiumJan 17, 2025Expiry Date113.40Intrinsic Value100Multiplier2DDays to Expiry3.38Extrinsic Value100Contract SizeAmericanOptions Type0.9896Delta0.0005Gamma7.28Leverage Ratio-0.2581Theta0.0484Rho7.20Eff Leverage0.0189Vega