9.04Open11.55Pre Close56 Volume402 Open Interest202.50Strike Price46.69KTurnover56.06%IV0.13%PremiumDec 13, 2024Expiry Date7.90Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8502Delta0.0321Gamma23.10Leverage Ratio-0.4503Theta-0.0067Rho-19.64Eff Leverage0.0304Vega