0.04Open0.07Pre Close14 Volume1.67K Open Interest43.00Strike Price47.00Turnover29.49%IV2.49%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0674Delta0.1919Gamma2098.33Leverage Ratio-0.0200Theta0.0001Rho141.45Eff Leverage0.0030Vega