0.46Open1.55Pre Close1 Volume16 Open Interest150.00Strike Price46.00Turnover41.62%IV6.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.1135Delta0.0229Gamma335.85Leverage Ratio-0.1331Theta-0.0028Rho-38.12Eff Leverage0.0389Vega