0.15Open0.07Pre Close3 Volume38 Open Interest87.50Strike Price48.00Turnover28.80%IV11.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0938Delta0.0285Gamma315.48Leverage Ratio-0.0208Theta0.0048Rho29.60Eff Leverage0.0342Vega