0.38Open0.58Pre Close1.48K Volume844 Open Interest11.50Strike Price46.94KTurnover89.19%IV4.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.4053Delta0.4592Gamma47.91Leverage Ratio-0.0709Theta0.0003Rho19.42Eff Leverage0.0037Vega