0.03Open0.05Pre Close16 Volume253 Open Interest74.00Strike Price48.00Turnover10.66%IV1.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0758Delta0.1610Gamma2422.33Leverage Ratio-0.0128Theta0.0007Rho183.59Eff Leverage0.0118Vega