0.03Open0.05Pre Close27 Volume604 Open Interest13.00Strike Price48.00Turnover370.78%IV86.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0210Gamma696.00Leverage Ratio-0.0097Theta0.0000Rho11.14Eff Leverage0.0002Vega