0.05Open0.36Pre Close7 Volume121 Open Interest92.00Strike Price47.00Turnover36.24%IV6.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0328Gamma1444.67Leverage Ratio-0.0376Theta0.0004Rho69.38Eff Leverage0.0084Vega