0.03Open0.11Pre Close13 Volume386 Open Interest322.50Strike Price46.00Turnover24.88%IV4.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0188Delta0.0078Gamma8845.44Leverage Ratio-0.0375Theta0.0003Rho166.41Eff Leverage0.0109Vega