3.89Open7.75Pre Close134 Volume896 Open Interest130.00Strike Price46.12KTurnover76.14%IV2.02%PremiumJan 17, 2025Expiry Date1.05Intrinsic Value100Multiplier2DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.5399Delta0.0511Gamma35.33Leverage Ratio-0.7595Theta-0.0043Rho-19.07Eff Leverage0.0405Vega