0.01Open0.02Pre Close45 Volume292 Open Interest9.50Strike Price46.00Turnover183.83%IV44.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0483Gamma657.00Leverage Ratio-0.0073Theta0.0000Rho15.82Eff Leverage0.0004Vega