0.04Open0.07Pre Close14 Volume1.67K Open Interest43.00Strike Price47.00Turnover28.94%IV2.49%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0685Delta0.1979Gamma2098.25Leverage Ratio-0.0200Theta0.0001Rho143.69Eff Leverage0.0030Vega