0.47Open0.43Pre Close1 Volume400 Open Interest3.00Strike Price47.00Turnover77.41%IV7.10%PremiumNov 15, 2024Expiry Date0.24Intrinsic Value100Multiplier21DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6988Delta0.5790Gamma8.64Leverage Ratio-0.0053Theta0.0011Rho6.04Eff Leverage0.0027Vega