0.01Open0.03Pre Close46 Volume2.06K Open Interest480.00Strike Price46.00Turnover570.18%IV7.10%PremiumJan 15, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0025Delta0.0006Gamma51670.00Leverage Ratio-5.6479Theta0.0000Rho-127.70Eff Leverage0.0002Vega