2.56Open2.05Pre Close134 Volume358 Open Interest50.00Strike Price46.96KTurnover5928.70%IV0.49%PremiumDec 13, 2024Expiry Date2.97Intrinsic Value100Multiplier-2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.7489Delta0.0790Gamma13.25Leverage Ratio-851.3135Theta0.0000Rho-9.92Eff Leverage0.0002Vega