1.75Open0.25Pre Close780 Volume693 Open Interest47.00Strike Price46.40KTurnover153.76%IV0.97%PremiumNov 29, 2024Expiry Date0.49Intrinsic Value100Multiplier0DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.6208Delta0.2233Gamma49.99Leverage Ratio-1.6735Theta0.0002Rho31.03Eff Leverage0.0042Vega