0.46Open1.02Pre Close1 Volume25 Open Interest79.00Strike Price46.00Turnover42.67%IV0.13%PremiumNov 8, 2024Expiry Date0.36Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6555Delta0.4658Gamma174.41Leverage Ratio-0.7528Theta0.0003Rho114.32Eff Leverage0.0068Vega