0.46Open0.50Pre Close1 Volume127 Open Interest5.00Strike Price46.00Turnover123.03%IV11.50%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.4068Delta0.2893Gamma11.15Leverage Ratio-0.0157Theta-0.0011Rho-4.54Eff Leverage0.0042Vega